Dynamic adjustment cost models with forward‐looking behaviour (Q5469918): Difference between revisions

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-.1111/j.1368-423X.2006.00175.x
@@ Property / DOI: 10.1111/j.1368-423X.2006.00175.x / rank @@
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+A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
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+Structural changes in the cointegrated vector autoregressive model
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+Granger's representation theorem: A closed‐form expression for I(1) processes
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+Dynamic Econometrics
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+Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
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+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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+Testing exact rational expectations in cointegrated vector autoregressive models
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+More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
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+Vector rational error correction
@@ Property / cites work: Vector rational error correction / rank @@
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+Q4231779
@@ Property / cites work: Q4231779 / rank @@
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+The representative household's demand for money in a cointegrated VAR model
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+Saddlepath solutions for multivariate linear rational expectations models
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@@ Property / DOI @@
+.1111/J.1368-423X.2006.00175.X
@@ Property / DOI: 10.1111/J.1368-423X.2006.00175.X / rank @@
+Normal rank