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Start Over Author "PESANDO, JAMES E." Topic autoregression (statistics)
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1. Rational Expectations and Distributed Lag Expectations Proxies.

Author

Pesando, James E.

Subjects
*RATIONAL expectations (Economic theory), *STATISTICS, *AUTOREGRESSION (Statistics), *HYPOTHESIS, *DISTRIBUTED lags (Economics), *ESTIMATION theory, *MATHEMATICAL models of consumption, *PROXY statements
Abstract

This article explores the properties of rational expectations in the context of autoregressive forecasting, the expectations-generating mechanism implicit in the use of distributed lag expectations proxies. The article then tests the rational expectations hypothesis on a specific set of directly observed expectations data. [ABSTRACT FROM AUTHOR]

Published
1976
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