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Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis

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  • Gregory, Allan W
  • Veall, Michael R

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  • Gregory, Allan W & Veall, Michael R, 1987. "Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 61-68, January.
    • Handle: RePEc:jae:japmet:v:2:y:1987:i:1:p:61-68
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    Citations

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    Cited by:

    1. Goh, Kim-Leng & King, Maxwell L., 1996. "Modified Wald tests for non-linear restrictions: A cautionary tale," Economics Letters, Elsevier, vol. 53(2), pages 133-138, November.
    2. Daniel Heymann & Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
    3. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
    4. Francisco J. Goerlich Gisbert, 1992. "Un test alternativo de la hipótesis de sustitución intertemporal del trabajo," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 259-280, May.
    5. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    6. King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.

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