Bounds on the Variances of Specification Errors in Models with Expectations
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https://www.nber.org/papers/w2936
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Under rather general conditions, observed covariances place a useful lower bound on the variance of the misspecification or noise III models based on expectations. Such models are widely used for securities prices, exchange rates, consumption, and output. For a correctly specified model, the lower
提供机构：
美国国家经济研究局
创建时间：
1989-04-01
