Explanations of an empirical puzzle: What can be learnt from a test of the rational expectations hypothesis?

Journal of Economic Methodology

Volumn 6, Issue 1, 1999, Pages 31-59

  Anderson, Heather M ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Cointegration; Empirical relevance; Explanation; Rational expectations hypothesis; Statistical adequacy; Term structure; Theory data confrontations; Valid inference

Indexed keywords

EID: 33644902502     PISSN: 1350178X     EISSN: 14699427     Source Type: Journal    
DOI: 10.1080/13501789900000002     Document Type: Article

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