Learning to become rational : the case of self-referential autoregressive and non-stationary models /
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| Author / Creator: | Zenner, Markus, 1963- |
|---|---|
| Imprint: | New York : Springer, 1996. |
| Description: | vii, 201 p. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in economics and mathematical systems ; 439 Lecture notes in economics and mathematical systems 439. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2501035 |
Table of Contents:
- 1. Introduction
- 2. Univariate AR(1) Models
- 3. Univariate ARX Models
- 4. Univariate Non-Stationary Models
- 5. Multivariate ARX Models
- 6. Multivariate Non-Stationary Models
- A. Univariate Autoregressions with Time-Varying Parameters.