Forecasters as imperfect information processors: Experimental and survey evidence
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- Dwyer, Gerald P, Jr, et al, 1993.
"Tests of Rational Expectations in a Stark Setting,"
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- Gerald P. Dwyer & Arlington W. Williams & Raymond Battalio & Timothy Mason, 1989. "Tests of rational expectations in a stark setting," Working Papers 1989-001, Federal Reserve Bank of St. Louis.
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- Keane, Michael P & Runkle, David E, 1990. "Testing the Rationality of Price Forecasts: New Evidence from Panel Data," American Economic Review, American Economic Association, vol. 80(4), pages 714-735, September.
- Peterson, Steven P., 1993. "Forecasting dynamics and convergence to market fundamentals : Evidence from experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 22(3), pages 269-284, December.
- Smith, Vernon L & Suchanek, Gerry L & Williams, Arlington W, 1988. "Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets," Econometrica, Econometric Society, vol. 56(5), pages 1119-1151, September.
- Pingle, Mark, 1992. "Costly optimization: an experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 17(1), pages 3-30, January.
- Sterman, John D., 1989. "Deterministic chaos in an experimental economic system," Journal of Economic Behavior & Organization, Elsevier, vol. 12(1), pages 1-28, August.
- Beckman, Steven R., 1992. "The sources of forecast errors: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 19(2), pages 237-244, October. Full references (including those not matched with items on IDEAS)