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Maćkowiak, Bartosz; Matějka, Filip; Wiederholt, Mirko - 2017

Dynamic rational inattention problems used to be difficult to solve. This paper provides simple, analytical results for dynamic rational inattention problems. We start from the benchmark rational inattention problem. An agent tracks a variable of interest that follows a Gaussian process. The...

Persistent link: https://www.econbiz.de/10011636897

A Monte Carlo study of some tests of model adequacy in time series analysis

Hall, Anthony D.; McAleer, Michael - 1987 - Rev.

Persistent link: https://www.econbiz.de/10000724797

GARP violation, economic enironment distortions and shadow prices : evidence from household expenditure panel data

Diaye, Marc-Arthur; Gardes, Françoise; Starzec, Krzysztof - In: Annales d'économie et de statistique 90 (2008), pp. 3-33

Persistent link: https://www.econbiz.de/10003910503

The world according to GARP : non-parametric tests of demand theory and rational behavior

Diaye, Marc-Arthur; Gardes, François; Starzec, Krzysztof - 2001

Persistent link: https://www.econbiz.de/10001620425

Assessor Rationality Across Differing Forecast Series

Vonnegut, Andrew - 2015

Extensive empirical studies on the rationality of expectations as defined by Muth have revolved around tests on a … single series of forecast data, with results differing widely across studies. Rationality as an assessor characteristic has … long been of interest in economic theory and practice. However, as non-replicated events, single series tests do not …

Persistent link: https://www.econbiz.de/10014138043