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Cointegration and Direct Tests of the Rational Expectations Hypothesis

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Author Info

  • McAleer, M.
  • McKenzie, C.R.
  • Pesaren, M.H.

Abstract

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Bibliographic Info

Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9306.

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Length: 28 pages
Date of creation: 1993
Date of revision:
Handle: RePEc:cam:camdae:9306

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Web page: http://www.econ.cam.ac.uk/index.htm

Related research

Keywords: econometrics ; tests ; expectations;

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Cited by:
  1. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 20060501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
  2. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April.
  3. Galeotti, Marzio & Lanza, Alessandro & Manera, Matteo, 2003. "Rockets and feathers revisited: an international comparison on European gasoline markets," Energy Economics, Elsevier, vol. 25(2), pages 175-190, March.
  4. Kumudini R. Ganegodage & Alicia N. Rambaldi, 2012. "Economic Consequences of War: Evidence from Sri Lanka," Discussion Papers Series 453, School of Economics, University of Queensland, Australia.

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