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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

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References

1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
1987Cointegration and Tests of Present Value Models2,160 cited
1989Econometric tests of rationality and market efficiency136 cited
1999Testing exact rational expectations in cointegrated vector autoregressive models69 cited
2002Measures of Fit for Rational Expectations Models27 cited

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2010The new Keynesian Phillips curve revisited22 cited
2008Testing the New Keynesian Model on U.S. and Euro Area Data17 cited
2021Searching for a Theory That Fits the Data: A Personal Research Odyssey15 cited

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