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dc.date.accessioned2013-03-12T08:17:26Z
dc.date.available2013-03-12T08:17:26Z
dc.date.issued2003en_US
dc.date.submitted2011-07-08en_US
dc.identifier.urihttp://hdl.handle.net/10852/10303
dc.description.abstractIn this note we consider testing of a type of linear restrictions implied by rational expectations hypotheses in a cointegrated vector autoregressive model for <I>I</I>(1) variables when there in addition is a restriction on the deterministic drift terms.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Statistical Research Report http://urn.nb.no/URN:NBN:no-23420en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-23420
dc.titleMore on testing exact rational expectations in cointegrated vector autoregressive models: Resticted drift termsen_US
dc.typeResearch reporten_US
dc.date.updated2011-07-08en_US
dc.creator.authorJohansen, Sørenen_US
dc.creator.authorSwensen, Anders Ryghen_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-28248en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo132096en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10303/1/stat-res-01-03.pdf


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