A generalized variance bounds test with an application to the Holt et al. inventory model (Q1349574)
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scientific article; zbMATH DE number 983690
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| English | A generalized variance bounds test with an application to the Holt et al. inventory model |
scientific article; zbMATH DE number 983690 |
Statements
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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0.8387534618377686
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0.7941127419471741
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0.7543689012527466
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