More on testing exact rational expections in cointehrated vector autoregressive models:restricted constant and linear term
Johan, Soren and Swensen, Anders Rygh
More on testing exact rational expections in cointehrated vector autoregressive models:restricted constant and linear term J5709 2004 - 2004 - 389-397 V. 07 Issue. 2
Econometrics
VAR Model;Cointegration;Restricted constant or Linear term;Rational expectations;
More on testing exact rational expections in cointehrated vector autoregressive models:restricted constant and linear term J5709 2004 - 2004 - 389-397 V. 07 Issue. 2
Econometrics
VAR Model;Cointegration;Restricted constant or Linear term;Rational expectations;