Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE
Year of publication: |
2008
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Authors: | Bask, Mikael |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 14.2008, 1, p. 99-117
|
Subject: | Wechselkurs | Exchange rate | CAPM | Rationale Erwartung | Rational expectations | Lernprozess | Learning process | Kleinste-Quadrate-Methode | Least squares method |
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