On information and market dynamics: The case of the U. S. beef market
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Publication:1978592
DOI10.1016/S0165-1889(99)00027-5zbMATH Open0945.91505OpenAlexW2013157753MaRDI QIDQ1978592FDOQ1978592
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00027-5
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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- A Rational Route to Randomness
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- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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- Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
Cited In (17)
- Heterogeneous expectations in the gold market: specification and estimation
- Non-stationary, stable Markov processes on a continuous state space
- Adaptive expectations and cobweb phenomena: does heterogeneity matter?
- On rationally confident beliefs and rational overconfidence
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- Evolutionary dynamics in markets with many trader types
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Price discovery in the Texas cash cattle market
- Stability analysis of a cobweb model with market interactions
- Cattle cycles, heterogeneous expectations and the age distribution of capital
- Sticky information and model uncertainty in survey data on inflation expectations
- Behavioral heterogeneity in stock prices
- Positive welfare effects of trade barriers in a dynamic partial equilibrium model
- Price stabilization using buffer stocks
- Experimental evidence on inflation expectation formation
- Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
- Rational overconfidence and social security: subjective beliefs, objective welfare
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