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Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors
Galbraith, John W.; Dolado, Juan; Banerjee, Anindya - In: Economics Letters 25 (1987) 3, pp. 243-247
Persistent link: https://www.econbiz.de/10005288007
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Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions
Banerjee, Anindya; Dolado, Juan; Galbraith, John W. - In: Economics Letters 32 (1990) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10005175067