Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations

DOI10.1016/S0165-1889(98)00082-7zbMath1016.91501OpenAlexW1964179522MaRDI QIDQ1960559

Saang Joon Baak

Publication date: 12 January 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00082-7

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Macroeconomic theory (monetary models, models of taxation) (91B64)

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