Showing 1 - 10 of 113
Persistent link: https://www.econbiz.de/10003580927
Persistent link: https://www.econbiz.de/10005078345
Persistent link: https://www.econbiz.de/10003494585
Persistent link: https://www.econbiz.de/10001805453
Persistent link: https://www.econbiz.de/10001918216
Persistent link: https://www.econbiz.de/10001918220
Persistent link: https://www.econbiz.de/10001918231
Persistent link: https://www.econbiz.de/10001332147
The transcript of a panel discussion marking the fiftieth anniversary of John Muth's "Rational Expectations and the Theory of Price Movements" (Econometrica 1961). The panel consists of Michael Lovell, Robert Lucas, Dale Mortensen, Robert Shiller, and Neil Wallace. The discussion is moderated by...
Persistent link: https://www.econbiz.de/10011613798
The effectiveness of one aspect of the London School of Economics (LSE) approach to econometrics is assessed in a simulation study. The paper uses a data set and nine models analogous to those in Lovell''s (1983) study of data mining. A simplified general-to-specific algorithm is tested in a...
Persistent link: https://www.econbiz.de/10011940952