Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
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Publication:956511
DOI10.1016/j.jedc.2005.03.002zbMath1200.62139MaRDI QIDQ956511
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.002
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62F10: Point estimation
90C90: Applications of mathematical programming
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