Seasonally and approximation errors in rational expectations models
type: Item
instance of: scholarly article
title: Seasonally and approximation errors in rational expectations models
zbMATH Open document ID: 0755.62086
DOI: 10.1016/0304-4076(93)90003-N
author: Lars Peter Hansen
author: Thomas J. Sargent
published in: Journal of Econometrics
publication date: 1993-02-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 110397
zbMATH Keywords: martingale difference sequence
zbMATH Keywords: periodic, linear time series models
zbMATH Keywords: adjusted data
zbMATH Keywords: dynamic equilibrium model
zbMATH Keywords: frequency domain representation
zbMATH Keywords: approximation criterion
zbMATH Keywords: Gaussian maximum likelihood estimation
zbMATH Keywords: unadjusted data
zbMATH Keywords: rational expectations models
zbMATH Keywords: seasonality
MaRDI profile type: Publication
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full work available at URL: 0304-4076(93)90003-n
OpenAlex ID: W2077009797
description: scientific article; zbMATH DE number 110397