A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
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Publication:5958790
DOI10.1016/S0165-1889(00)00020-8zbMath0990.91047MaRDI QIDQ5958790
Publication date: 3 March 2002
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items (3)
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY ⋮ Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration ⋮ Dynamic adjustment cost models with forward‐looking behaviour
Uses Software
Cites Work
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