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dc.contributor.authorGouriéroux, Christian
dc.contributor.authorPradel, Jacqueline
dc.date.accessioned2014-08-28T12:38:00Z
dc.date.available2014-08-28T12:38:00Z
dc.date.issued1986
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13864
dc.language.isoenen
dc.subjecttest proceduresen
dc.subjectrational expectationen
dc.subject.ddc519en
dc.titleDirect test of the rational expectation hypothesisen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper we examine the possibility of testing the rational expectation hypothesis from simultaneous observations of some variables y and of their expectation y∗. The test procedures are related to the sort of data available, generally obtained from tendency surveys. We distinguish between qualitative and quantitative data, we define in each case the notion of rational expectation. Then it is possible to characterize the rational expectation hypothesis and to develop adapted test procedures.en
dc.relation.isversionofjnlnameEuropean Economic Review
dc.relation.isversionofjnlvol30en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate1986
dc.relation.isversionofjnlpages265-284en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/0014-2921(86)90044-9en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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