The purpose in this article is to examine some implications which arise from assuming agents faced a mixed information structure for some standard tests of the rational expectations hypothesis.
Peel, D.A. (1986), "On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis", Journal of Economic Studies, Vol. 13 No. 2, pp. 59-64. https://doi.org/10.1108/eb002624Download as .RIS
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