The Role of Beliefs in Inference for Rational Expectations Models
收藏NBER2005-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w11758
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资源简介：
This paper discusses inference for rational expectations models estimated via minimum distance methods by characterizing the probability beliefs regarding the data generating process (DGP) that are compatible with given moment conditions. The null hypothesis is taken to be rational expectations and
提供机构：
美国国家经济研究局
创建时间：
2005-11-01
