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Expectational Uncertainty and Model Selection of Economic Systems
经济系统的预期不确定性与模型选择

Keywords: expectation uncertainty,ARCH model,model choice
预期不确定性
,ARCH模型,模型选择

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Abstract:

In this paper we discussed the expectation uncertainty of economic system and model choice for analysis of this uncertainty. A class of ARCH models were suggested. An example was given for the conclusion.

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