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Journal Articles
Journal Articles
Journal of Economic Studies (1991) 18 (3)
Published: 01 March 1991
...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...

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