haku: @indexterm noise / yhteensä: 23
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Tekijä: | Creane, A. |
Otsikko: | Experimentation with heteroskedastic noise |
Lehti: | Economic Theory
1994 : VOL. 4:2, p. 275-286 |
Asiasana: | HETEROSCEDASTICITY NOISE THEORIES |
Kieli: | eng |
Tiivistelmä: | In this paper, the author explores how, in the class of models that use an unknown stochastic function, the firm's choice variable affects the noisiness of the signal that the firm obtains. The author does this in a more general manner by introducing a heteroskedastic noise. He finds that the ability to create information depends on what is uncertain and how the noise is modeled and that adding noise can cause information to increase in the choice variable where previously it had decreased. |
SCIMA