Co-integration inference in the value--profit relation and investment models

DOI10.1016/S0165-1765(00)00289-5zbMATH Open0965.91014MaRDI QIDQ1583399FDOQ1583399

F. Verschueren

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

investmentco-integrationpresent value model

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Tobin's Marginal q and Average q: A Neoclassical Interpretation

Cited In (1)

• The long-run relationship between productivity and capital

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