Cointegration and Direct Tests of the Rational Expectations Hypothesis.
| Year of publication: |
1993
|
|---|---|
| Authors: | McAleer, M. ; McKenzie, C.R. ; Pesaren, M.H. |
| Institutions: | Faculty of Economics, University of Cambridge |
| Subject: | econometrics | tests | expectations |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 28 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005647464