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- W2026103080 abstract "Abstract This paper describes methods for conveniently formulating and estimating dynamic linear econometric models under the hypothesis of rational expectations. An econometrically convenient formula for the cross-equation rational expectations restrictions is derived. Models of error terms and the role of the concept of Granger causality in formulating rational expectations models are both discussed. Tests of the hypothesis of strict econometric exogeneity along the lines of Sims's are compared with a test that is related to Wu's." @default.
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- W2026103080 title "Formulating and estimating dynamic linear rational expectations models" @default.
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- W2026103080 doi "https://doi.org/10.1016/0165-1889(80)90049-4" @default.
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