A generalized variance bounds test with an application to the Holt et al. inventory model (Q1349574)
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English | A generalized variance bounds test with an application to the Holt et al. inventory model |
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A generalized variance bounds test with an application to the Holt et al. inventory model (English)
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27 February 1997
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Variance bounds test
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Linear rational expectations model
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Aggregate inventory behavior
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Production smoothing
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Supply shocks
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