Testing of the Rational Expectations Hypothesis

DOI10.2307/1912811MaRDI QIDQ3885036zbMATH OpenOpenAlexFDO

Authors 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

asymptotic distribution of maximum likelihood estimatorsestimation proceduresnatural rate hypothesistesting of rational expectations hypothesis

Mathematics Subject Classification ID

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

Cited in

(5)

• Identification, information and instruments in linear econometric models with rational expectations
• Testing the restrictions implied by the rational expectations hypothesis
• Identification of rational expectations models
• Policy measurement for the dynamic linear model with expectations variables: A multiplier approach
• Econometric tests of rationality and market efficiency

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