Two-Step And Related Estimators In Contemporary Rational-Expectations Models: An Analysis Of Small-Sample Properties

Business & Economics

• Small Sample Properties 90%
• Rational Expectations Models 86%
• Estimator 52%
• Sampling 27%
• Monetary Neutrality 21%
• Permanent Income 17%
• Aggregate Supply 16%
• Generalized Least Squares 16%
• Least Squares 14%
• Macroeconomic Models 14%
• Small Sample 13%
• Ordinary Least Squares 12%
• Performance 10%
• Alternatives 6%

Mathematics

• Rational Expectations 100%
• Small Sample 64%
• Estimator 39%
• Model 21%
• Neutrality 15%
• Macroeconomics 14%
• Generalized Least Squares 13%
• Performance 13%
• Ordinary Least Squares 13%
• Sampling Distribution 12%
• Shock 11%
• Least Squares 9%
• Alternatives 6%
• Framework 6%

Social Sciences

• macroeconomics 12%
• neutrality 12%
• performance 10%
• income 7%