Measurement of Expectations and Direct Tests of the REH**This chapter is a reprint of Chapter 8 of The Limits to Rational Expectations published in 1987 by Basil Blackwell.

Author:

Pesaran M. Hashem

Publisher

Elsevier

Reference86 articles.

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4. An Introduction to Stochastic Processes-with special reference to methods and applications;Bartlett,1978

5. Aggregate expectations under the stable laws;Batchelor;Journal of Econometrics,1981

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