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Estimating Linear Quadratic Models With Integrated Processes

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Author Info
GREGOGY, A.W.
PAGAN, A.R.
SMITH, G.W.

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Abstract

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Publisher Info
Paper provided by University of Rochester - Center for Economic Research (RCER) in its series RCER Working Papers with number 247.

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Length: 34 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:roc:rocher:247

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Postal: UNIVERSITY OF ROCHESTER, CENTER FOR ECONOMIC RESEARCH, DEPARTMENT OF ECONOMICS, HARKNESS 231 ROCHESTER NEW YORK 14627 U.S.A.

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Keywords: economic models ; linear models ; estimator;

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  4. Robert A. Amano, 1995. "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Macroeconomics 9505001, EconWPA. [Downloadable!]
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  5. John Hunter & Christos Ioannidis, 2004. "Identifying and Solving Multivariate Rational Expectations Models," Public Policy Discussion Papers 04-08, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  6. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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  8. Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research. [Downloadable!]
  10. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  11. Michael PEDERSEN, 2002. "Does the Purchasing Power Parity Hold Within the US?," Economics Working Papers ECO2002/18, European University Institute. [Downloadable!]
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