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理性与市场效率的计量经济学检验 | Synapse

January 1, 1989Econometric Reviews138 citations

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理性和市场效率的计量经济学测试

RBRichard T. BaillieUniversity of London

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Abstract

许多经济理论导致一组变量的未来理性预期之间的限制。本文描述了如何通过向量时间序列模型对这些理论进行测试。特别关注的是非平稳性的问题以及在建模和测试过程中使用协整概念。

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Cite This Study

理查德·T·贝利（Richard T. Baillie）研究了这个问题。

synapsesocial.com/papers/6a200a87f35583189204dfef https://doi.org/https://doi.org/10.1080/07474938908800165

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