This paper illustrates how to use instrumental variables procedures to estimate the parameters of a linear rational expectations model. These procedures are appropriate when disturbances are serially correlated and the instrumental variables are not exogenous.
Published in: _Journal of Monetary Economics_ (Vol. 9, No. 3, May 1982, pp. 263-296) https://doi.org/10.1016/0304-3932(82)90020-4.