A complete characterization of ARMA solutions to linear rational expectations models
Year of publication: |
1986
|
---|---|
Authors: | Evans, George W. |
Other Persons: | Honkapohja, Seppo (contributor) |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 53.1986, 2, p. 227-239
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Rationale Erwartung | Rational expectations |
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