PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY (Q2886984): Difference between revisions

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+Luca Fanelli
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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Econometric tests of rationality and market efficiency
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+Testing exact rational expectations in cointegrated vector autoregressive models
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+Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
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+Dynamic adjustment cost models with forward‐looking behaviour
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+A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
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