Unbiased Adaptive Expectation Schemes
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References listed on IDEAS
- Gregory C. Chow, 2011. "Usefulness of Adaptive and Rational Expectations in Economics," Working Papers 1334, Princeton University, Department of Economics, Center for Economic Policy Studies..
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- Bhattacharya,Rabi & Majumdar,Mukul, 2007. "Random Dynamical Systems," Cambridge Books, Cambridge University Press, number 9780521532723, January.
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- Gregory C. Chow, 2011. "Usefulness of Adaptive and Rational Expectations in Economics," Working Papers 1334, Princeton University, Department of Economics, Center for Economic Policy Studies..
- repec:pri:cepsud:221chow is not listed on IDEAS
- Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
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Cited by:
- Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
- Fu, Jianhua & Zhang, Yongqing, 2020. "Valuation of travel time reliability: Considering the traveler's adaptive expectation with an indifference band on daily trip duration," Transportation Research Part A: Policy and Practice, Elsevier, vol. 140(C), pages 337-353.
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More about this item
Keywords
Adaptive expectations; unbiased errors.;JEL classification:
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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