A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790): Difference between revisions

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Latest revision as of 22:29, 3 June 2024

scientific article; zbMATH DE number 1715835
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English
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
scientific article; zbMATH DE number 1715835

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    A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (English)
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    3 March 2002
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    linear quadratic adjustment cost model
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    cointegrated error correction
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    cointegration rank
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