On a Graphical Technique for Evaluating Some Rational Expectations Models

DOI10.2202/1941-1928.1089zbMath1266.91072OpenAlexW2250887523MaRDI QIDQ4928537

Søren Glud Johansen, Anders R. Swensen

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1941-1928.1089

zbMATH Keywords

rational expectationscointegrationVAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07) Graphical methods in statistics (62A09)

Related Items (1)

Some identification problems in the cointegrated vector autoregressive model

This page was built for publication: On a Graphical Technique for Evaluating Some Rational Expectations Models