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A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models
Cogley, Timothy - In: International economic review 42 (2001) 2, pp. 473-504
Persistent link: https://www.econbiz.de/10006039399
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A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy - In: International economic review 42 (2001) 2, pp. 473-503
Persistent link: https://www.econbiz.de/10001577913
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ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING
Cogley, Timothy; Sargent, Thomasj - In: International economic review 49 (2008) 1, pp. 185-222
Persistent link: https://www.econbiz.de/10007910050
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Anticipated utility and rational expectations as approximations of Bayesian decision making
Cogley, Timothy; Sargent, Thomas J. - In: International economic review 49 (2008) 1, pp. 185-221
Persistent link: https://www.econbiz.de/10003662287