A generalized variance bounds test with an application to the Holt et al. inventory model

DOI10.1016/0165-1889(93)00775-YzbMath0875.90198MaRDI QIDQ1349574

Tryphon Kollintzas

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

Aggregate inventory behaviorLinear rational expectations modelProduction smoothingSupply shocksVariance bounds test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inventory, storage, reservoirs (90B05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• The rational expectations equilibrium inventory model. Theory and applications
• The Symmetric Linear Rational Expectations Model
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
• Recursive Factor of Production Interrelations and Endogenous Cycling
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