Cointegration and direct tests of the rational expectations hypothesis
by Michael McAleer ; C. R. McKenzie ; M. Hashem Pesaran
| Year of publication: |
1993
|
|---|---|
| Authors: | McAleer, Michael ; McKenzie, Colin ; Pesaran, M. Hashem |
| Publisher: |
Nedlands, Western Australia [u.a.] |
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Rationale Erwartung | Rational expectations |
| Extent: | 30 S. : graph. Darst |
|---|---|
| Series: | Working papers in quantitative economics and econometrics. - Nedlands : [Department of Economics, the University of Western Australia], ISSN 1036-4579, ZDB-ID 2927772-3. - Vol. 93,04 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 29 - 30 |
| ISBN: | 0-86422-252-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000872012