Testing the restrictions implied by the rational expectations hypothesis
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 15 (1981)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/jeconom
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- William L. Goffe, .
"A Toolkit for Optimizing Functions in Economics,"
Computing in Economics and Finance 1997
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- Winter-Nelson, Alex, 1996. "Expectations, supply response, and marketing boards: An example from Kenya," Agricultural Economics, Blackwell, vol. 14(1), pages 21-31, April.
- Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October.
- Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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