The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?

zbMath1065.93001MaRDI QIDQ5970337

Marco P. Tucci

Publication date: 30 March 2005

Published in: Advances in Computational Economics (Search for Journal in Brave)

zbMATH Keywords

identificationadaptive controlhypothesis testingtime-varying parametersKalman filteringeconomic modelsrational expectation hypothesiscost-to-gocertainty-equivalence method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Economic time series analysis (91B84) Application models in control theory (93C95) Adaptive control/observation systems (93C40) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Identification in stochastic control theory (93E12)

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