An edition of A note on Wiener-Kolmogorov prediction formulas for rational expectations models (1981)

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

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read
A note on Wiener-Kolmogorov prediction formul ...
Lars Peter Hansen
Not in Library

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today
Notes
  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read
Notes

Buy this book

Last edited by MARC Bot
December 10, 2009 | History
Edit
An edition of A note on Wiener-Kolmogorov prediction formulas for rational expectations models (1981)

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

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

"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.

Publish Date
Publisher
Federal Reserve Bank of Minneapolis
Language
English

Buy this book

Showing 1 featured edition. View all 1 editions?

Edition Availability
Cover of: A note on Wiener-Kolmogorov prediction formulas for rational expectations models
A note on Wiener-Kolmogorov prediction formulas for rational expectations models
1981, Federal Reserve Bank of Minneapolis
Electronic resource in English
  • Not in Library

Add another edition?

Book Details

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.

Published in
[Minneapolis, Minn.]
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
LCCN
2007702536

Source records

Library of Congress MARC record

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
December 19, 2020 Edited by MARC Bot import existing book
December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page