Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (Q3668249)
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English | Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time |
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Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (English)
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1983
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optimal control
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least squares forecasts
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portfolio analysis
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inverse optimal predictor problem
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hyperinflation with adaptive expectations
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discrete-time representation
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continuous-time model
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aggregation over time
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rational expectations
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