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Stochastic Differential Systems pp 162–170Cite as

OLS-Estimation and rationality in linear models with forecast feedback

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 126))

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References

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  5. Th. Kottmann (1988): "OLS-Estimation and Rationality in Linear Models with Forecast Feedback", Discussion Paper B-96, Universität Bonn.

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  6. H. Walk (1985): "Almost Sure Convergence of Stochastic Approximation Processes", Statistics and Decisions, Suppl. Issue No. 2, 137–141.

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  7. Th. Kottmann (1989): "Simultaneous Equations Linear Models with Forecast Feedback", Discussion Paper B-106, Universität Bonn.

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  8. M.H. Pesaran (1988): The Limits to Rational Expectations. New York: Basil Blackwell.

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Authors and Affiliations

  1. Institut für Ökonometrie und Operations Research, Universität Bonn, Adenauerallee 24 - 42, D-5300, Bonn 1

    Th. Kottmann

Authors
  1. Th. Kottmann
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Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1989 Springer-Verlag

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Kottmann, T. (1989). OLS-Estimation and rationality in linear models with forecast feedback. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043782

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  • DOI: https://doi.org/10.1007/BFb0043782

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51299-8

  • Online ISBN: 978-3-540-46188-3

  • eBook Packages: Springer Book Archive

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