A generalized variance bounds test with an application to the Holt et al. inventory model
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- Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty," The Quarterly Journal of Economics, Oxford University Press, vol. 103(1), pages 51-78.
- Kahn, J.A., 1990. "The Seasonal And Cyclical Behavior Of Inventories," RCER Working Papers 223, University of Rochester - Center for Economic Research (RCER).
- Krane, Spencer D & Braun, Stephen N, 1991.
"Production Smoothing Evidence from Physical-Product Data,"
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- Spencer Krane & Steven Braun, 1990. "Production smoothing evidence from physical-product data," Working Paper Series / Economic Activity Section 103, Board of Governors of the Federal Reserve System (U.S.).
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
- West, Kenneth D, 1986.
"A Variance Bounds Test of the Linear Quadratic Inventory Model,"
Journal of Political Economy,
University of Chicago Press, vol. 94(2), pages 374-401, April.
- Kenneth D. West, 1985. "A Variance Bounds Test of the Linear Quardractic Inventory Model," NBER Working Papers 1581, National Bureau of Economic Research, Inc.
- Kenneth D. West, 1990. "The Sources of Fluctuations in Aggregate Inventories and GNP," The Quarterly Journal of Economics, Oxford University Press, vol. 105(4), pages 939-971.
- Alan S. Blinder, 1986. "Can the Production Smoothing Model of Inventory Behavior be Saved?," The Quarterly Journal of Economics, Oxford University Press, vol. 101(3), pages 431-453.
- Kollintzas, Tryphon, 1985. "The Symmetric Linear Rational Expectations Model," Econometrica, Econometric Society, vol. 53(4), pages 963-76, July.
- Dimelis, Sophia P., 1992. "A test of the linear rational expectations equilibrium inventory model in the EEC," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 25-32, February.
- Martin S. Eichenbaum, 1988.
"Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment,"
NBER Working Papers
2523, National Bureau of Economic Research, Inc.
- Eichenbaum, Martin, 1989. "Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment," American Economic Review, American Economic Association, vol. 79(4), pages 853-64, September.
- Eichenbaum, Martin S., 1984. "Rational expectations and the smoothing properties of inventories of finished goods," Journal of Monetary Economics, Elsevier, vol. 14(1), pages 71-96, July.
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