A generalized variance bounds test with an application to the Holt et al. inventory model

DOI10.1016/0165-1889(93)00775-YzbMATH Open0875.90198MaRDI QIDQ1349574FDOQ1349574

Authors: Tryphon Kollintzas 

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

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zbMATH Keywords

Aggregate inventory behaviorLinear rational expectations modelProduction smoothingSupply shocksVariance bounds test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Inventory, storage, reservoirs (90B05)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
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• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
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• The rational expectations equilibrium inventory model. Theory and applications
• The Symmetric Linear Rational Expectations Model
• Title not available (Why is that?)
• Recursive Factor of Production Interrelations and Endogenous Cycling

Cited In (3)

• Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
• Inventory behavior with permanent sales shocks
• Title not available (Why is that?)

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