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On the Relationship of Optimal Memory to Steady States, Cycles, Chaos

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  • Mitra, K.

Abstract

Part of conventional wisdom glaned from econometric theory and the "learning" literature is that agents ahould use all the data they have for prediction. In this paper it is shown that agents can improve their prediction by throwing away data.

Suggested Citation

  • Mitra, K., 1998. "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics 433, Department of Economics.
    • Handle: RePEc:fth:helsec:433
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    More about this item

    Keywords

    LINEAR MODELS ; ECONOMETRICS;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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