Keywords
- Ordinary Little Square
- Rational Expectation
- Limit Parameter
- Ordinary Little Square Estimator
- Auxiliary Model
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, log in via an institution.
Preview
Unable to display preview. Download preview PDF.
References
J.F. Muth (1961): "Rational Expectations and the Theory of Price Movements", Econometrica 29, 315–335.
J.L. Doob (1953): Stochastic Processes. New York: Wiley & Sons.
M.M. Bray, N.E. Savin (1986): "Rational Expectations Equilibria, Learning and Model Specification", Econometrica 54, 1129–1160.
C. Fourgeaud, C. Gourieroux, J. Pradel (1986): "Learning Procedures and Convergence to Rationality", Econometrica 54, 845–868.
Th. Kottmann (1988): "OLS-Estimation and Rationality in Linear Models with Forecast Feedback", Discussion Paper B-96, Universität Bonn.
H. Walk (1985): "Almost Sure Convergence of Stochastic Approximation Processes", Statistics and Decisions, Suppl. Issue No. 2, 137–141.
Th. Kottmann (1989): "Simultaneous Equations Linear Models with Forecast Feedback", Discussion Paper B-106, Universität Bonn.
M.H. Pesaran (1988): The Limits to Rational Expectations. New York: Basil Blackwell.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Kottmann, T. (1989). OLS-Estimation and rationality in linear models with forecast feedback. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043782
Download citation
DOI: https://doi.org/10.1007/BFb0043782
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51299-8
Online ISBN: 978-3-540-46188-3
eBook Packages: Springer Book Archive