The Estimation of Partial Adjustment Models with Rational Expectations

DOI10.2307/1914011MaRDI QIDQ3050099zbMATH OpenOpenAlexFDO

Authors John Kennan

Publication date 1979

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6986e3263bfd38330bf30643a738a0025fdfcb40

zbMATH Keywords

econometric modelestimation of partial adjustment modelsrational expectations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited in

(13)

• Sources of asymmetry in production factor dynamics
• Functional linear regression with functional response
• Two-step two-stage least squares estimation in models with rational expectations
• Testing for structural breaks in cointegrated relationships
• A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
• Spatial dynamic models with intertemporal optimization: specification and estimation
• Multiple partial adjustment of portfolios under rational expectations
• Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
• Informetric analysis of dynamic decision rules in applied economic models: a selective survey
• Evaluating dynamic efficiency by optimal control
• Recent models in dynamic economics: problems of estimating terminal conditions
• A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
• Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration

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