Seasonally and approximation errors in rational expectations models (Q1203073)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seasonally and approximation errors in rational expectations models |
scientific article |
Statements
Seasonally and approximation errors in rational expectations models (English)
0 references
4 February 1993
0 references
martingale difference sequence
0 references
periodic, linear time series models
0 references
adjusted data
0 references
dynamic equilibrium model
0 references
frequency domain representation
0 references
approximation criterion
0 references
Gaussian maximum likelihood estimation
0 references
unadjusted data
0 references
rational expectations models
0 references
seasonality
0 references
0 references
0 references
