Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations

DOI10.1016/S0165-1889(98)00082-7zbMath1016.91501MaRDI QIDQ1960559

Saang Joon Baak

Publication date: 12 January 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)

91B64: Macroeconomic theory (monetary models, models of taxation)

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Cites Work

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