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Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time

Working Paper 157 | Published July 1, 1980

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Authors

Thomas J. Sargent New York University and Hoover Institution
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time
Published in _International Economic Review_ (Vol. 24, No. 1, February 1983, pp. 1-20), https://doi.org/10.2307/2526112.