Econometric tests of rationality and market efficiency (Q5750316)
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scientific article; zbMATH DE number 4184900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric tests of rationality and market efficiency |
scientific article; zbMATH DE number 4184900 |
Statements
Econometric tests of rationality and market efficiency (English)
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1989
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rational expectations
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martingale difference model of asset prices
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present value models
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Fisher equation
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vector time series models
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nonstationarity
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cointegration
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