• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Direct test of the rational expectation hypothesis

Gouriéroux, Christian; Pradel, Jacqueline (1986), Direct test of the rational expectation hypothesis, European Economic Review, 30, 2, p. 265-284. http://dx.doi.org/10.1016/0014-2921(86)90044-9

Type
Article accepté pour publication ou publié
Date
1986
Journal name
European Economic Review
Volume
30
Number
2
Publisher
Elsevier
Pages
265-284
Publication identifier
http://dx.doi.org/10.1016/0014-2921(86)90044-9
Metadata
Show full item record
Author(s)
Gouriéroux, Christian
Pradel, Jacqueline
Abstract (EN)
In this paper we examine the possibility of testing the rational expectation hypothesis from simultaneous observations of some variables y and of their expectation y∗. The test procedures are related to the sort of data available, generally obtained from tendency surveys. We distinguish between qualitative and quantitative data, we define in each case the notion of rational expectation. Then it is possible to characterize the rational expectation hypothesis and to develop adapted test procedures.
Subjects / Keywords
test procedures; rational expectation

Related items

Showing items related by title and author.

  • Thumbnail
    Cities of Commerce: How can we test the hypothesis? 
    Daudin, Guillaume (2014) Article accepté pour publication ou publié
  • Thumbnail
    Rational Expectations and the Paradox of Policy-Relevant Experiments 
    Chemla, Gilles; Hennessy, Christopher A. (2020) Article accepté pour publication ou publié
  • Thumbnail
    About the Origins of the Player's Expectations in Game Theory 
    Schmidt, Christian (2000) Chapitre d'ouvrage
  • Thumbnail
    Specification pre-test estimator 
    Gouriéroux, Christian; Trognon, Alain (1984) Article accepté pour publication ou publié
  • Thumbnail
    The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme 
    Darolles, Serge; Gouriéroux, Christian (2014) Communication / Conférence
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo