Expectations hypotheses tests at long horizons

Econometrics Journal

Volumn 10, Issue 3, 2007, Pages 554-579

  Rossi, Barbara ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Expectation hypotheses; Local to unity; Long horizon; Present value models

Indexed keywords

EID: 35649021207     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00222.x     Document Type: Article

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