Title:

On the 'Restricted Cointegration Test' as a Test of the Rational Expectations Hypothesis

Author:

Artur Silva Lopes (UTL)

Journal:

Applied Economics

Year:

1998

Volume:

30

Pages:

269-278

JEL codes:

L81 - Retail and Wholesale Trade; Warehousing; e-Commerce
C52 - Model Evaluation and Selection
D84 - Expectations; Speculations