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筛选: 创造者 Sargent, Thomas J. 关键词 Continuous-time model 资源类型 Research Paper

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1. Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time

Creator:: Hansen, Lars Peter and Sargent, Thomas J.
Series:: Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:: 157
关键词:: Aggregate, Continuous-time model, and Rational expectations
学科:: C22 - Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes and E31 - Price Level; Inflation; Deflation