Equilibrium with signal extraction from endogenous variables
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Publication:753630
DOI10.1016/0165-1889(91)90012-PzbMath0716.90009OpenAlexW2047218655MaRDI QIDQ753630
Publication date: 1991
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(91)90012-p
Applications of statistics to economics (62P20) Economic growth models (91B62) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
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- An expository note on individual risk without aggregate uncertainty
- The law of large numbers with a continuum of i.i.d. random variables
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Optimal Properties of Exponentially Weighted Forecasts
- Time to Build and Aggregate Fluctuations
- Analysis of recursive stochastic algorithms
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