Recursive equilibrium with Price Perfect Foresight and a minimal state space
Author:
Funder
CNPQ
FAPEMIG
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s00199-015-0927-2.pdf
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3. Beker, P.F., Espino, E.: The dynamics of efficient asset trading with heterogeneous beliefs. J. Econ. Theory 146(1), 189–229 (2011)
4. Benveniste, L.M., Scheinkman, J.A.: On the differentiability of the value function in dynamic models of economics. Econometrica 47(3), 727–732 (1979)
5. Billingsley, P.: Probability and Measure, 3rd edn. Wiley, New York (1995)
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