The role of beliefs in inference for rational expectations models

DOI10.1016/J.JECONOM.2008.12.017zbMath1429.62115OpenAlexW1990085029MaRDI QIDQ302207

Bruce N. Lehmann

Publication date: 4 July 2016

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

Full work available at URL: http://www.nber.org/papers/w11758.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15)

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