Browsing Statistics Norway's Open Research Repository (SNORRe) by Subject "Rational expectations"
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More on testing exact rational expectations in cointegrated vector autoregressive models : restricted drift terms
(Discussion Papers;No. 348, Working paper, 2003)Abstract: In this note we consider testing of a type of linear restrictions implied by rational expectations hypotheses in a cointegrated vector autoregressive model for I(1) variables when there in addition is a restriction ...