A DOUBLE LENGTH REGRESSION COMPUTATION METHOD FOR THE 2SGLS ESTIMATOR OF RATIONAL EXPECTATIONS MODELS
扩展了Higgins的矩阵求逆结果，提出一种新的双倍长度回归方法，用于计算含当前预期和非预期成分的两类理性预期模型的两步广义最小二乘估计量，该方法可直接在PC-Give和Microfit等标准计量软件包中应用。
ABSTRACT This paper extends a matrix inverse result of Higgins and presents a new unified double length regression method to calculate the two‐step generalised least squares estimators of two types of rational expectations model with current anticipated and unanticipated components. The estimator can be applied directly in most of the standard econometric computer packages such as PC‐Give and Microfit.