Unit Roots and Survey Data
Several necessary conditions regarding the order of integration are stated for survey data, which optimally forecast variables with unit roots. The necessary conditions can be easily tested within the cointegration framework, and have applications for modeling the expectations structure. If the survey data is rational, adaptive influences must enter the expectations structure through the error correction mechanism. Copyright 1989 by Blackwell Publishing Ltd
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Volume (Year): 51 (1989)
Issue (Month): 4 (November)
|Contact details of provider:|| Postal: Manor Rd. Building, Oxford, OX1 3UQ|
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049
More information through EDIRC
|Order Information:||Web: http://www.blackwellpublishing.com/subs.asp?ref=0305-9049|