Learning, regime switches, and equilibrium asset pricing dynamics
From MaRDI portal
Publication:1350459
DOI10.1016/0165-1889(95)00886-1zbMath0875.90145MaRDI QIDQ1350459
Bartholomew Moore, Huntley Schaller
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(95)00886-1
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
91B82: Statistical methods; economic indices and measures
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