Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors

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dc.contributor.author Dolado, Juan José
dc.contributor.author Banerjee, Anindya
dc.contributor.author Galbraith, John W.
dc.date.accessioned 2012-12-19T17:22:18Z
dc.date.available 2012-12-19T17:22:18Z
dc.date.issued 1987
dc.identifier.bibliographicCitation Economics Letters, 1987, v. 25, n. 1, pp. 243-247
dc.identifier.issn 0165-1765
dc.identifier.uri http://hdl.handle.net/10016/3323
dc.description.abstract It is well known that many rationality tests do not have the correct sizes if innovations in the explanatory series are correlated with the regressand and the explanatory series are substantially autocorrelated. We argue, by considering somewhat more general data generating processes and models, that the importance of the over-rejections may have been over-emphasized.
dc.format.mimetype text/plain
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.rights ©1987, Elsevier Science Publishers B.V. (North-Holland)
dc.subject.other Análisis de regresión
dc.subject.other Método de Monte Carlo
dc.subject.other Modelo matemático
dc.title Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors
dc.type article
dc.type.review PeerReviewed
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1016/0165-1765(87)90221-7
dc.subject.eciencia Economía
dc.identifier.doi 10.1016/0165-1765(87)90221-7
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 243
dc.identifier.publicationissue 1
dc.identifier.publicationlastpage 247
dc.identifier.publicationtitle Economics Letters
dc.identifier.publicationvolume 25
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