Technology Shocks and Cointegration in Quadratic Models of the Firm

DOI10.2307/2527424zbMath0827.90013OpenAlexW2092915228MaRDI QIDQ4834690

Robert J. Rossana

Publication date: 1 June 1995

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

Full work available at URL: https://doi.org/10.2307/2527424

zbMATH Keywords

multivariate time seriestechnology shocksmultiple cointegrating vectorsquadratic models of a firm

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Related Items (3)

Forecasting Levels in Loglinear Unit Root Models ⋮ The Le Chatelier Principle in dynamic models of the firm ⋮ Cross-sectional aggregation of nonlinear models

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