Cointegration and direct tests of the rational expectations hypothesis (Q4853081)
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scientific article; zbMATH DE number 809333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration and direct tests of the rational expectations hypothesis |
scientific article; zbMATH DE number 809333 |
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Cointegration and direct tests of the rational expectations hypothesis (English)
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1994
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testing of orthogonality
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direct tests
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rational expectations hypothesis
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qualitative survey responses
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quantitative expectations series
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two-step methods
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unit roots
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cointegration
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probability conversion approach
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uniform
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normal
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logistic distributions
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