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December 3, 2010 | History

A note on Wiener-Kolmogorov prediction formulas for rational expectations models 1 edition

A note on Wiener-Kolmogorov prediction formulas for rational expectati ...
Lars Peter Hansen

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A note on Wiener-Kolmogorov prediction formulas for rational expectations models
Lars Peter Hansen and Thomas J. Sargent.

Published 1981 by Federal Reserve Bank of Minneapolis in [Minneapolis, Minn.] .
Written in English.

About the Book

"A prediction formula for geometrically declining sums of future forcing variables is derived for models in which the forcing variables are generated by a vector autoregressive-moving average process. This formula is useful in deducing and characterizing cross-equation restrictions implied by linear rational expectations models"--Federal Reserve Bank of Minneapolis web site.

Edition Notes

Title from PDF file as viewed on 10/19/2007.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.

Series
Federal Reserve Bank of Minneapolis, Research Department staff report -- 69, Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 69.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL16412961M
LC Control Number
2007702536

History

Download catalog record: RDF / JSON
December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page