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Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach

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  • Grossman, Sanford

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  • Grossman, Sanford, 1975. "Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach," Journal of Econometrics, Elsevier, vol. 3(3), pages 255-272, August.
    • Handle: RePEc:eee:econom:v:3:y:1975:i:3:p:255-272
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    Cited by:

    1. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.
    2. Sandy Grossman, 2010. "A Bayesian Approach to the Production of Information and Learning by Doing," Levine's Working Paper Archive 230, David K. Levine.
    3. Dye, Ronald A., 2001. "An evaluation of "essays on disclosure" and the disclosure literature in accounting," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 181-235, December.
    4. Doina Chichernea & Kershen Huang & Alex Petkevich, 2019. "Does maturity matter? The case of treasury futures volume," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1301-1321, October.
    5. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
    6. Peter E. Rossi, 1984. "Stochastic Specification of Cost and Production Relationships," Discussion Papers 616, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    7. Robert E. Lucas & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Spr).
    8. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.

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