Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions
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Publication:899955
DOI10.1016/0165-1765(87)90176-5zbMath1328.91246OpenAlexW1524902194MaRDI QIDQ899955
Anindya Banerjee, Juan J. Dolado
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(87)90176-5
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (2)
Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem ⋮ Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions
Cites Work
- Understanding spurious regressions in econometrics
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Testing for Unit Roots: 2
- Multiple Time Series Regression with Integrated Processes
- Testing For Unit Roots: 1
- Time Series Regression with a Unit Root
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