Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions
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Publication:899955
DOI10.1016/0165-1765(87)90176-5zbMath1328.91246OpenAlexW1524902194MaRDI QIDQ899955
Anindya Banerjee, Juan J. Dolado
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(87)90176-5
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem, Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions
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