Seasonally and approximation errors in rational expectations models (Q1203073)
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scientific article; zbMATH DE number 110397
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| English | Seasonally and approximation errors in rational expectations models |
scientific article; zbMATH DE number 110397 |
Statements
Seasonally and approximation errors in rational expectations models (English)
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4 February 1993
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martingale difference sequence
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periodic, linear time series models
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adjusted data
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dynamic equilibrium model
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frequency domain representation
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approximation criterion
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Gaussian maximum likelihood estimation
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unadjusted data
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rational expectations models
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seasonality
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0.8063274621963501
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0.7718307375907898
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0.7717817425727844
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0.7696342468261719
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