Limited-dependent rational expectations models with future expectations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Saving and Liquidity Constraints

1991 • 1,535 citations

Target Zones and Exchange Rate Dynamics

1991 • 1,163 citations

On the Behaviour of Commodity Prices

1992 • 1,125 citations

The Limits to Rational Expectations.

1988 • 417 citations

Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

1983 • 397 citations

Blueprints for Exchange Rate Management

1990 • 71 citations

Modeling Expectations of Bounded Prices: An Application to the Market for Corn

1985 • 69 citations

Bounded Price Variation and Rational Expectations in Endogenous Switching Model of the U.S. Corn Market

1989 • 61 citations

Full information estimation and stochastic simulation of models with rational expectations

1990 • 40 citations

An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model

1992 • 37 citations

Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone

1992 • 36 citations

Exchange Rate Bands and Realignments in a Stationary Stochastic Setting

1989 • 28 citations

Primary commodity prices: economic models and policy

1990 • 26 citations

Methods of estimation for models of markets with bounded price variation under rational expectations

1983 • 20 citations

A note on the estimation of limited dependent variable models under rational expectations

1992 • 17 citations

Blueprints for Exchange-Rate Management.

1991 • 13 citations

Primary commodity prices: Economic models and policy

1991 • 11 citations

Limited-dependent rational expectations models with stochastic thresholds

1996 • 9 citations

Estimating the Commodity Price Model

1991 • 7 citations

An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model

1991 • 7 citations

Limited-Dependaent Rational Expectations Models with Future Expectations

1993 • 7 citations

An EMS Target Zone Model in Discrete Time

1994 • 5 citations

A Discrete-Time Version of Target Zone Models with Jumps

1995 • 4 citations

Rational Expectations in Limited Dependent Variable Models

1993 • 1 citations