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Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations

NBER Working Paper No. t0011

38 Pages Posted: 4 Oct 2001 Last revised: 16 Jul 2012

See all articles by Maurice Obstfeld

Maurice Obstfeld

University of California, Berkeley; Peterson Institute for International Economics; National Bureau of Economic Research; Centre for Economic Policy Research

Robert E. Cumby

Georgetown University - Department of Economics; National Bureau of Economic Research (NBER)

John P. Huizinga

University of Chicago - Booth School of Business

Date Written: July 1983

Abstract

No abstract available.

Suggested Citation

Obstfeld, Maurice and Cumby, Robert E. and Huizinga, John, Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations (July 1983). NBER Working Paper No. t0011, Available at SSRN: https://ssrn.com/abstract=275351

Maurice Obstfeld (Contact Author)

University of California, Berkeley ( email )

530 Evans Hall #3880
Berkeley, CA 94720
United States

HOME PAGE: http://www.mauriceobstfeld.com

Peterson Institute for International Economics ( email )

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Washington, DC 20036
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National Bureau of Economic Research ( email )

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Centre for Economic Policy Research ( email )

London
United Kingdom

Robert E. Cumby

Georgetown University - Department of Economics ( email )

580 Intercultural Center
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202-687-2990 (Phone)
202-687-6102 (Fax)

National Bureau of Economic Research (NBER)

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Cambridge, MA 02138
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John Huizinga

University of Chicago - Booth School of Business ( email )

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Chicago, IL 60637
United States
773-702-7272 (Phone)
773-702-2225 (Fax)

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