Pages that link to "Item:Q1808556"
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The following pages link to Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556):
Displaying 16 items.
- Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
- Using bivariate autoregressive representations in testing exact expectations relations (Q902603) (← links)
- On testing the properties of directly obtained expectations data (Q902678) (← links)
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- The New Keynesian Phillips curve revisited (Q964556) (← links)
- Empirically feasible solutions and explicit dynamics for rational expectation models (Q1918125) (← links)
- Randomization test of the rational expectation hypothesis (Q1966004) (← links)
- Some exact and inexact linear rational expectation models in vector autoregressive models (Q2452986) (← links)
- Present value relations, Granger noncausality, and VAR stability (Q2886984) (← links)
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (Q3023028) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
- Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) (← links)
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)
- Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models (Q6194052) (← links)
