The Estimation of Partial Adjustment Models with Rational Expectations

DOI10.2307/1914011zbMath0414.90036OpenAlexW1982572198MaRDI QIDQ3050099

John Kennan

Publication date: 1979

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6986e3263bfd38330bf30643a738a0025fdfcb40

zbMATH Keywords

rational expectationseconometric modelestimation of partial adjustment models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (13)

Testing for structural breaks in cointegrated relationships ⋮ Sources of asymmetry in production factor dynamics ⋮ Multiple partial adjustment of portfolios under rational expectations ⋮ Functional linear regression with functional response ⋮ Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour ⋮ Evaluating dynamic efficiency by optimal control ⋮ Spatial dynamic models with intertemporal optimization: specification and estimation ⋮ Recent models in dynamic economics: problems of estimating terminal conditions ⋮ A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology ⋮ Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration ⋮ A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables ⋮ Two-step two-stage least squares estimation in models with rational expectations ⋮ Informetric analysis of dynamic decision rules in applied economic models: a selective survey

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