5. Grais et al., 2004.
6. Legrand et al., 2007.
7. Long et al., 2008.
8. База JSTOR содержит более 9 млн научных статей и книг по всем областям, 7 % из них касаются бизнеса или экономики, 25 % статей по запросам ARIMA, ARMA или «авторегрессивный» относятся именно к бизнесу и экономике.
9. Обоснованием для моделей скользящего среднего иногда используется теорема Волда (1954 г.), которая показывает, что любой ковариантно стационарный стохастический процесс может быть смоделирован как скользящее среднее членов, создающих «белый шум» плюс детерминированная составляющая. Но нет никаких оснований предполагать, что простые варианты моделей ARIMA являются настолько общими. Возможно, в некоторых случаях мы сможем повысить качество экономических прогнозов, если представим остаточные члены или движущие переменные как результат коэпидемий нарративов, о которых у нас есть какая-то информация.
10. Nsoesie et al., 2013.
11. Nathanson and Martin, 1979.
12. Bailey et al., 2016.
13. Lamberson, 2016.
14. Banerjee, 1992; Bikhchandani et al., 1992.
15. Goel et al., 2016.
16. Katz and Lazarsfeld, 1955, pp. 44–45.
17. Herr et al., 1991.
18. Bauckhage, 2011.
19. Shiller and Pound, 1989, p. 54. Слова в квадратных скобках были опущены в версии вопроса, адресованного индивидуальным инвесторам.
20. http://knowledge.wharton.upenn.edu/article/is-this-the-end-of-money/.
21. Рэнд и Уилсон (1991 г.), Цзэн и др. (2005 г.), Чжэн и др. (2015 г.) и Олсен и др. (1988 г.) утверждают, что хаотическая форма модели SEIR соответствует данным об эпидемиях кори, свинки и краснухи.
22. Основная идея информационного каскада была разработана Банерджи (1992 г.) и Бикчандани и др. (1992 г.), а затем ее развили Вивес (1996 г.) и Банерджи и Фуденберг (2004 г.).
23. Akerlof and Yellen, 1985.
24. Выбор ресторана ֫— известный пример в работе Банерджи (1992 г.).
25. Банерджи и Фуденберг (2004 г.) рассматривают вопрос с позиции теории игр, когда совершенно рациональные люди могут прийти к консенсусу относительно ложной информации.
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