Tests of the rational expectations model of the term structure of U.K. interest rates-Reference-Cited by-同舟云学术

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Tests of the rational expectations model of the term structure of U.K. interest rates

Published:1982-01 Issue:1-2 Volume:10 Page:115-121
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Attfield C.L.F.,Duck Nigel W.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference3 articles.

1. Checking the independence of two covariance-stationary time series — A univariate residual cross-correlation approach;Haugh;Journal of the American Statistical Association,1976

2. Distribution of residual autocorrelations in the regression model with autoregressive-moving average errors;Pierce;Journal of the Royal Statistical Society,1971

3. A note on maximum likelihood estimation of the rational expectations model of the term structure;Sargent;Journal of Monetary Economics,1979

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. THE TERM STRUCTURE OF INTEREST RATES IN THE UK*;Bulletin of Economic Research;2007-04-29

2. Testing the Expectations Hypothesis for Interest Rate Term Structure: Some Australian Evidence;Computational Science and Its Applications — ICCSA 2003;2003

3. Econometric tests of rationality and market efficiency;Econometric Reviews;1989-01

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