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Testing the restrictions implied by the rational expectations hypothesis

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  • Hoffman, Dennis L.
  • Schmidt, Peter

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  • Hoffman, Dennis L. & Schmidt, Peter, 1981. "Testing the restrictions implied by the rational expectations hypothesis," Journal of Econometrics, Elsevier, vol. 15(2), pages 265-287, February.
  • Handle: RePEc:eee:econom:v:15:y:1981:i:2:p:265-287
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    Cited by:

    1. Mulder, C.B., 1986. "Testing Korteweg's rational expectations model for a small open economy," Research Memorandum FEW 222, Tilburg University, School of Economics and Management.
    2. 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, Cambridge University Press, vol. 25(02), pages 213-231, October.
    3. Winter-Nelson, Alex, 1996. "Expectations, supply response, and marketing boards: An example from Kenya," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 14(1), April.
    4. William L. Goffe, "undated". "A Toolkit for Optimizing Functions in Economics," Computing in Economics and Finance 1997 65, Society for Computational Economics.
    5. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.
    6. Tsai, Grace Yueh-Hsiang, 1989. "A dynamic model of the U.S. cotton market with rational expectations," ISU General Staff Papers 1989010108000012168, Iowa State University, Department of Economics.
    7. Tegene, Abebayehu, 1983. "A rational expectations approach to the modelling of agricultural supply: a case study of Iowa," ISU General Staff Papers 198301010800009963, Iowa State University, Department of Economics.
    8. repec:sbe:breart:v:9:y:1989:i:1:a:3078 is not listed on IDEAS
    9. Winter-Nelson, Alex, 1996. "Expectations, supply response, and marketing boards: An example from Kenya," Agricultural Economics, Blackwell, vol. 14(1), pages 21-31, April.
    10. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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