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Testing of the Rational Expectations Hypothesis

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  • Revankar, Nagesh S
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    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 48 (1980)
    Issue (Month): 6 (September)
    Pages: 1347-63

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    Handle: RePEc:ecm:emetrp:v:48:y:1980:i:6:p:1347-63

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    Cited by:
    1. Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008. "Expectations in micro data: rationality revisited," Empirical Economics, Springer, vol. 34(2), pages 381-416, March.
    2. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus.

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