A Nonparametric Test of the Life-Cycle Rational Expections Hypothesis

DOI10.2307/2526762zbMath0679.62098OpenAlexW2166274055MaRDI QIDQ4729227

Martin Browning

Publication date: 1989

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526762

zbMATH Keywords

time series datarational expectations hypothesisdiscounted pricesmarginal utility of discounted expenditure

Mathematics Subject Classification ID

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

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