Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models
N. Gregory Mankiw
◽
Matthew Shapiro
1991 ◽
Vol 9
(1)
◽
pp. 51-61
1991 ◽
Vol 9
(1)
◽
pp. 51
2010 ◽
Vol 32
(JRM 1)
◽
pp. 39-50
Daniel Hoppe
◽
Udo Wagner
2000 ◽
Vol 69
(3)
◽
pp. 267-276
◽
1996 ◽
Vol 14
(3)
◽
pp. 309
◽
Lawrence J. Christiano
◽
Wouter J. den Haan
Zhuo Chen
◽
Gregory Connor
◽
Robert A. Korajczyk
2002 ◽
Vol 136
(2)
◽
pp. 466-467
◽
R.D. Banker
◽
H.S. Chang
◽
W.W. Cooper
1995 ◽
Vol 24
(4)
◽
pp. 897-909
◽