Cointegration and direct tests of the rational expectations hypothesis
By: M. McAleer, C.R. McKenzie and M.H. Pesaran.
Contributors: McKenzie, Colin; Pesaran, M. Hashem, 1946-
Series: DAE working paper -- no. 9306; Working papers (University of Cambridge.  Dept. of Applied Economics) -- no. 9306
Publisher: Dept. of Applied Economics, University of Cambridge
Published: 1993
Place of publication: Cambridge
Language: eng
Number of pages: 30
Subjects: Econometric models
Notes: Includes bibliographical references.