Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach

DOI10.1016/0304-4076(75)90035-4zbMath0304.90032OpenAlexW1600167082MaRDI QIDQ1217012

Sanford J. Grossman

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90035-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production models (90B30) Trade models (91B60)

Related Items

Biased predictors, rationality and the evaluation of forecasts ⋮ The Phillips curve and Bayesian learning ⋮ A characterization of the optimality of equilibrium in incomplete markets

Cites Work

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• Investment Under Uncertainty
• Production and Cost Functions: An Econometric Survey
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets