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A generalized variance bounds test with an application to the Holt et al. inventory model

  • Kollintzas, Tryphon
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    File URL: http://www.sciencedirect.com/science/article/B6V85-3YB56MM-1S/2/26197420bffe9e37e6cbd9000d9257b2
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 19 (1995)
    Issue (Month): 1-2 ()
    Pages: 59-89

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    Handle: RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:59-89
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    1. Blinder, Alan S, 1986. "Can the Production Smoothing Model of Inventory Behavior Be Saved?," The Quarterly Journal of Economics, MIT Press, vol. 101(3), pages 431-53, August.
    2. 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.
    3. Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1986. "A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty," NBER Working Papers 1981, National Bureau of Economic Research, Inc.
    4. 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.
    5. 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.
    6. Kenneth D. West, 1989. "The Sources of Fluctuations in Aggregate Inventories and GNP," NBER Working Papers 2992, National Bureau of Economic Research, Inc.
    7. 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.).
    8. Kollintzas, Tryphon, 1985. "The Symmetric Linear Rational Expectations Model," Econometrica, Econometric Society, vol. 53(4), pages 963-76, July.
    9. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    10. 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.
    11. Kahn, J.A., 1990. "The Seasonal And Cyclical Behavior Of Inventories," RCER Working Papers 223, University of Rochester - Center for Economic Research (RCER).
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