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Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - In: Journal of econometrics 218 (2020) 2, pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben; Bollerslev, Tim; Huang, Xin - In: Journal of econometrics 160 (2011) 1, pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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Daily price limits and destructive market behavior
Chen, Ting; Gao, Zhenyu; He, Jibao; Jiang, Wenxi; Xiong, Wei - In: Journal of econometrics 208 (2019) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
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Identification information and instruments in linear econometric models with rational expectations
Turkington, Darrell A. - In: Journal of econometrics 3 (1988), pp. 361-373
Persistent link: https://www.econbiz.de/10001046319
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The role of beliefs in inference for rational expectations models
Lehmann, Bruce Neal - In: Journal of econometrics 150 (2009) 2, pp. 322-331
Persistent link: https://www.econbiz.de/10003858933
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Geometric and long run aspects of Granger causality
Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - In: Journal of econometrics 170 (2012) 1, pp. 153-163
Persistent link: https://www.econbiz.de/10009673122
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Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi - In: Journal of econometrics 74 (1996) 2, pp. 363-386
Persistent link: https://www.econbiz.de/10001206881
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Another look at the identification of current rational-expectations models
Rayner, Janne - In: Journal of econometrics 47 (1991) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10001099506