Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem

B. Campbell and Jean-Marie Dufour ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: TESTS; ECONOMETRICS; ECONOMIC MODELS (search for similar items in EconPapers)
Pages: 11 pages
Date: 1991
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Citations: View citations in EconPapers (15)

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Related works:
Journal Article: Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem (1991)
Working Paper: Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9116

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