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Cointegration and Direct Tests of the Rational Expectations Hypothesis

Michael McAleer, Colin McKenzie and M.H. Pesaren
Authors registered in the RePEc Author Service: M Hashem Pesaran ()

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: econometrics; tests; expectations (search for similar items in EconPapers)
Pages: 28 pages
Date: 1993
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