Cointegration and Direct Tests of the Rational Expectations Hypothesis
Colin McKenzie and
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
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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9306
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