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Testing the restrictions implied by the rational expectations hypothesis
Hoffman, Dennis L.; Schmidt, Peter - In: Journal of econometrics 15 (1981) 2, pp. 265-287
Persistent link: https://www.econbiz.de/10002852650
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Rationality, specification test, and macroeconomic models
Hoffman, Dennis L.; Schlagenhauf, Don E. - In: Journal of econometrics 21 (1983) 3, pp. 367-386
Persistent link: https://www.econbiz.de/10002852823
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Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Nelson, Charles R. - In: Journal of econometrics 4 (1976) 4, pp. 331-348
Persistent link: https://www.econbiz.de/10002568293
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Identification of rational expectations models
Pesaran, M. H. - In: Journal of econometrics 16 (1981) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10002632904
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Identifiability criteria for Muth-rational expectations models
Wegge, Leon L.; Feldman, Mark - In: Journal of econometrics 21 (1983) 2, pp. 245-254
Persistent link: https://www.econbiz.de/10002973013
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Market analysis with rational expectations : theory and estimation
Huntzinger, R. LaVar - In: Journal of econometrics 10 (1979) 2, pp. 127-145
Persistent link: https://www.econbiz.de/10003048502
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Testing rational expectations by the use of overidentifying restrictions
Startz, Richard - In: Journal of econometrics 23 (1983) 3, pp. 343-351
Persistent link: https://www.econbiz.de/10002879915
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Expectations andlabor market adjustments
Crawford, Robert G. - In: Journal of econometrics 11 (1979) 2/3, pp. 207-232
Persistent link: https://www.econbiz.de/10002039551
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Two-step two-stage least squares estimation in models with rational expectations
Cumby, Robert E. - In: Journal of econometrics 21 (1983) 3, pp. 333-355
Persistent link: https://www.econbiz.de/10002040312
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Aggregate expectations under the stable laws
Batchelor, R. A. - In: Journal of econometrics 16 (1981) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10001884481