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Learning and convergence to a noisy rational expectations equilbrium in an asset market model

Margaritis, Dimitris - 1987 - Rev

Persistent link: https://www.econbiz.de/10000722932

Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables

Meijdam, Lex; Plasmans, Joseph E. J. - 1986

Persistent link: https://www.econbiz.de/10000694165

Least squares learning and convergence to rational expectations

Margaritis, Dimitris - 1986

Persistent link: https://www.econbiz.de/10000694316

Methods for estimating continuous time rational expectations models from discrete time data

Hansen, Lars Peter; Sargent, Thomas J. - 1980

"This paper describes methods for estimating the parameters of continuous time linear stochastic rational expectations models from discrete time observations. The economic models that we study are continuous time, multiple variable, stochastic, linear-quadratic rational expectations models. The...