Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration

DOI10.1016/j.jedc.2005.03.002zbMath1200.62139MaRDI QIDQ956511

Luca Fanelli

Publication date: 25 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.002

zbMATH Keywords

Euler equations; rational expectations; MLQAC model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F03: Parametric hypothesis testing

62F10: Point estimation

90C90: Applications of mathematical programming

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