Now showing items 1-2 of 2
(Research report / Forskningsrapport, 1994)
More on testing exact rational expectations in cointegrated vector autoregressive models: Resticted drift terms
(Research report / Forskningsrapport, 2003)
In 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 ...