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Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration
Fanelli, Luca - In: Journal of Economic Dynamics and Control 30 (2006) 3, pp. 445-456
Persistent link: https://www.econbiz.de/10005229257
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A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
Fanelli, Luca - In: Journal of Economic Dynamics and Control 26 (2002) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10005160869