RATIONAL-EXPECTATIONS MODELS AND BOUNDED MEMORY

被引：3

作者：

FOURGEAUD, C

GOURIEROUX, C

PRADEL, J

机构：

[1] UNIV PARIS 01, F-75231 PARIS 05, FRANCE

[2] UNIV PARIS 09, F-75016 PARIS, FRANCE

[3] CEPREMAP, PARIS, FRANCE

来源：

关键词：

D O I：

10.2307/1912664

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：977 / 985

页数：9

共 9 条

[1] BLOCK TOEPLITZ MATRIX INVERSION [J].

AKAIKE, H .

[2]

BROZE L, 1982, 3RD P FRANC BELG M S

[3]

Doob J. L., 1953, STOCHASTIC PROCESSES

GOURIEROUX, C ;

LAFFONT, JJ ;

MONFORT, A .

[5] IDENTIFICATION OF RATIONAL-EXPECTATIONS MODELS [J].

PESARAN, MH .

[6]

Priestley M. B., 1981, SPECTRAL ANAL TIME S

[7]

Sargent T.J., 1973, INT ECON REV, V14, P328

SHILLER, RJ .

[9]

Whittle Peter, 1963, PREDICTION REGULATIO