Expected Versus Realized Income Changes: A Test of the Rational Expectation Hypothesis

Marcel Das and Arthur van Soest ()

No 2000-105, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: household incomes; rational expectations; panel data; maximum likelihood; JEL classifications (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (13)

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Working Paper: Expected Versus Realized Income Changes: A Test of the Rational Expectation Hypothesis (2000)
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