Randomization test of the rational expectation hypothesis

zbMATH Open0934.62045MaRDI QIDQ1966004

Martin Kukuk

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

correlationrational expectationslatent variablesrandomization test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (1)

Rationality testing under asymmetric loss

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