Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectation Models

Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectation Models
Author: Jeffrey C. Fuhrer
Publisher:
Total Pages: 54
Release: 1996
Genre: Econometric models
ISBN:

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Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectation Models
Language: en
Pages: 54
Authors: Jeffrey C. Fuhrer
Categories: Econometric models
Type: BOOK - Published: 1996 - Publisher:

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Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models
Language: en
Pages: 32
Authors: Jeffrey C. Fuhrer
Categories: Econometric models
Type: BOOK - Published: 1996 - Publisher:

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Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models
Language: en
Pages: 0
Authors: Jeffrey C. Fuhrer
Categories:
Type: BOOK - Published: 1998 - Publisher:

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This paper presents new, computationally efficient algorithms for solution and estimation of nonlinear dynamic rational expectations models. The innovations in
Computationally Efficient Solution and Maximum Likehood Estimation of Nonlinear Rational Expectations Models
Language: en
Pages: 32
Authors: Fuhrer
Categories: Econometric models
Type: BOOK - Published: 1996 - Publisher:

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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Language: en
Pages: 41
Authors: Ray C. Fair
Categories: Economic forecasting
Type: BOOK - Published: 1980 - Publisher:

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A solution method and an estimation method for nonlinear rational expectations models are presented in this paper. The solution method can be used in forecastin