Johan, Soren and Swensen, Anders Rygh <br/><br/>
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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>VAR Model;Cointegration;Restricted constant or Linear term;Rational expectations;