Testing of the Rational Expectations Hypothesis

DOI10.2307/1912811zbMath0442.62085OpenAlexW1968202528MaRDI QIDQ3885036

Nagesh S. Revankar

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912811

zbMATH Keywords

estimation proceduresasymptotic distribution of maximum likelihood estimatorsnatural rate hypothesistesting of rational expectations hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Individual preferences (91B08)

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