Formulating Wald tests of the restrictions implied by the rational expectations hypothesis
Year of publication: |
1987
|
---|---|
Authors: | Gregory, Allan W. |
Other Persons: | Veall, Michael R. (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 2.1987, 1, p. 61-68
|
Subject: | Rationale Erwartung | Rational expectations | Simulation |
-
Wong, Kin Fai Ellick, (2018)
-
Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon, (1987)
-
Three essays in dynamic macroeconomics
Levy, Daniel C., (1990)
- More ...
-
Formulating Wald tests of nonlinear restrisctions
Gregory, Allan W., (1985)
-
The Lagrange multipler test of the restrictions for a simple rational expectations model
Gregory, Allan W., (1983)
-
A Lagrange multipler test of restrictions for a simple rational expectations model
Gregory, Allan W., (1985)
- More ...