A Joint Test of the Rational Expectations - Permanent Income Hypothesis Under Seasonal Cointegration
Year of publication: |
2004
|
---|---|
Authors: | Huang, Tai-Hsin |
Publisher: |
[S.l.] : SSRN |
Subject: | Rationale Erwartung | Rational expectations | Einkommenshypothese | Income hypothesis | Kointegration | Cointegration | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Soyka, Dirk, (1996)
-
A joint test of the rational expectations-permanent income hypothesis under seasonal cointegration
Huang, Tai-shin, (2002)
-
A score test for seasonal fractional integration and cointegration
Silvapulle, Param, (1996)
- More ...
-
Lee, Chi-Chuan, (2018)
-
Deng, Wen-shuenn, (2008)
-
Huang, Tai-hsin, (2009)
- More ...