Estimation and inference in the linear-quadratic inventory model

DOI10.1016/0165-1889(94)90037-XzbMath0803.90036OpenAlexW2087798368MaRDI QIDQ5906553

Kenneth D. West, David W. Wilcox

Publication date: 3 January 1995

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

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90037-x

zbMATH Keywords

estimationhypothesis testinglinear-quadratic inventory model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation and detection in stochastic control theory (93E10) Inventory, storage, reservoirs (90B05) Economic growth models (91B62) Linear-quadratic optimal control problems (49N10)

Related Items (2)

A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables ⋮ On the interpretation of cointegration in the linear--quadratic inventory model.

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
• Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
• Automatic Lag Selection in Covariance Matrix Estimation

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