...G.C. Lim; Vance L. Martin Provides a framework for understanding the relationships between alternative cointegrating estimators with special attention given to single equation procedures. The approach consists of augmenting the long‐run model with general short‐run dynamic specifications...

...David Blake The different types of estimators of rational expectations models are surveyed. A key feature is that the model′s solution has to be taken into account when it is estimated. The two ways of doing this, the substitution and errors‐in‐variables methods, give rise to different estimators...