Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series

DOI10.2307/2527043zbMATH Open0729.90835OpenAlexW3124493784MaRDI QIDQ3354874FDOQ3354874

Authors: Juan J. Dolado, John W. Galbraith, Anindya Banerjee 

Publication date: 1991

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/3320

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Cited In (4)

• Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
• Testing for structural breaks in cointegrated relationships
• The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends
• A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables

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