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Rationalizing rational expectations?

tests and deviations

Xavier D’Haultfoeuille (CREST), Christophe Gaillac (CREST and TSE), Arnaud Maurel (Duke University, NBER and IZA) ; IZA Institute of Labor Economics

In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are observed in two different datasets that cannot be matched. We s...

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Bibliographic details
Volume: no. 11989
Main Author: D'Haultfœuille, Xavier
Gaillac, Christophe
Maurel, Arnaud
Format: eBook
Language: English
Related: Forschungsinstitut zur Zukunft der Arbeit ¬[Herausgebendes Organ]
Ort : Verlag : ErscheinungsdatumBonn, Germany : IZA Institute of Labor Economics : November 2018
Extent: 1 Online-Ressource (62 Seiten) : Diagramme
Umfang: (Dateityp; Kodierungsformat)Textdatei; PDF
Series: Discussion paper series / IZA Institute of Labor Economics ; no. 11989
Links: Fulltext
HBZ-ID: HT019920920 » further libraries in North Rhine-Westphalia
Database: ULB Bonn