Testing Rational Expectations in Vector Autoregressive Models
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References listed on IDEAS
- Jorgenson, Dale W. & Wilcoxen, Peter J., 1993.
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More about this item
KeywordsVAR-models; cointegration; rational expectations.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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