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adaptive learning 1 constant gain least squares 1 quantification methods 1 tests for rational expectations 1
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English 1
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Bystrov, Victor 1 Staszewska-Bystrova, Anna 1
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Bank i Kredyt 1
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On the power of direct tests for rational expectations against the alternative of constant gain learning
Bystrov, Victor; Staszewska-Bystrova, Anna - In: Bank i Kredyt 41 (2010) 6, pp. 71-84
In this paper we study the power of direct tests for rational expectations against the constant gain learning … qualitative survey data that has been quantified. The main finding is that the power of tests for rational expectations against …
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