Econometric tests of rationality and market efficiency (Q5750316)

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scientific article; zbMATH DE number 4184900
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Econometric tests of rationality and market efficiency
scientific article; zbMATH DE number 4184900

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    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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