Formulating Wald tests of the restrictions implied by the rational expectations hypothesis
Allan W. Gregory and Michael R. Veall
| Year of publication: |
1987
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|---|---|
| Authors: | Gregory, Allan W. |
| Other Persons: | Veall, Michael R. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 2.1987, 1, p. 61-68
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| Subject: | Rationale Erwartung | Rational expectations | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001092247