Testing the restrictions implied by the rational expectations hypothesis
- 28 February 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 15 (2) , 265-287
- https://doi.org/10.1016/0304-4076(81)90117-2
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Testing of the Rational Expectations HypothesisEconometrica, 1980
- Econometric Implications of the Rational Expectations HypothesisEconometrica, 1980
- Estimation and Control of a Macroeconomic Model with Rational ExpectationsEconometrica, 1979
- A note on maximum likelihood estimation of the rational expectations model of the term structureJournal of Monetary Economics, 1979
- Rational Expectations, Econometric Exogeneity, and ConsumptionJournal of Political Economy, 1978
- Rational Expectations and the Estimation of Econometric Models: An Alternative ProcedureInternational Economic Review, 1976
- A Classical Macroeconometric Model for the United StatesJournal of Political Economy, 1976
- Rational Expectations and the Natural Rate Hypothesis: Some Consistent EstimatesEconometrica, 1976
- Rational Expectations and the Estimation of Econometric ModelsInternational Economic Review, 1975
- Tests of statistical hypotheses concerning several parameters when the number of observations is largeTransactions of the American Mathematical Society, 1943