✦ LIBER ✦

SPECIFICATION ERROR, PREDICTION BIAS AND RATIONAL EXPECTATIONS

✍ Scribed by Peter Kennedy

Book ID: 110929556
Publisher: Oxford University Press
Year: 1999
Tongue: English
Weight: 266 KB
Volume: 37
Category: Article
ISSN: 0095-2583
DOI: 10.1111/j.1465-7295.1999.tb01436.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rational Expectations Equilibria, Learni

Rational Expectations Equilibria, Learning, and Model Specification

✍ M. M. Bray and N. E. Savin 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 563 KB

Rational expectation, firm size, and sam

Rational expectation, firm size, and sample selection bias

✍ Deborah Gunthorpe; Haim Levy 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 289 KB

Estimating and testing rational expectat

Estimating and testing rational expectations models when the trend specification is uncertain

✍ Timothy Cogley 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 299 KB

This paper explores various strategies for estimating and testing rational expectations models when the trend speci"cation is uncertain. One approach seeks to make estimators and tests robust to trend misspeci"cation by reducing the in#uence of low frequency dynamics. However, contrary to intuition,

Discussion of “Specification problems wi

Discussion of “Specification problems with information content of earnings: Revisions and rationality of expectations and self-selection bias”

✍ JUDY RAYBURN 📂 Article 📅 1990 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 293 KB

Discussion of “Specification problems wi

Discussion of “Specification problems with information content of earnings: Revisions and rationality of expectations and self-selection bias”

✍ RAY BALL 📂 Article 📅 1990 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 399 KB

Measurement errors in survey forecasts o

Measurement errors in survey forecasts of expected inflation and the rationality of inflation expectations

✍ David J. Smyth 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 433 KB