GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS

Theo Nijman and Franz Palm

Working Papers from Tilburg - Center for Economic Research

Keywords: least squares; linear models; expectations; estimator (search for similar items in EconPapers)
Pages: 11 pages
Date: 1989
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Journal Article: Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations (1991)
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