Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series

DOI10.2307/2527043zbMath0729.90835OpenAlexW3124493784MaRDI QIDQ3354874

John W. Galbraith, Anindya Banerjee, Juan J. Dolado

Publication date: 1991

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/3320

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (4)

Testing for structural breaks in cointegrated relationships ⋮ 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 ⋮ THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS

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