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Predictive behavior: An experimental study

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Publication:1312635
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zbMath0798.90002MaRDI QIDQ1312635

Gunnar Brennscheidt

Publication date: 24 January 1994

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)


zbMATH Keywords

rational expectationsforecastingdelta methodadaptive expectationsexperimental studyleast-squares learning


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Decision theory (91B06) Statistical methods; economic indices and measures (91B82) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)


Related Items (4)

Expectation formation and regime switches ⋮ Heuristic modeling of expectation formation in a complex experimental information environment ⋮ Individual forecasting behavior ⋮ Rational beliefs and endogenous uncertainty




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