A generalized variance bounds test with an application to the Holt et al. inventory model
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- Blinder, Alan S, 1986.
"Can the Production Smoothing Model of Inventory Behavior Be Saved?,"
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- Alan S. Blinder, 1984. "Can The Production Smoothing Model of Inventory Behavior be Saved?," NBER Working Papers 1257, National Bureau of Economic Research, Inc.
- 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.
- Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1986.
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- Eichenbaum, Martin S & Hansen, Lars Peter & Singleton, Kenneth J, 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty," The Quarterly Journal of Economics, MIT Press, vol. 103(1), pages 51-78, February.
- 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.
- 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.
- Kenneth D. West, 1989.
"The Sources of Fluctuations in Aggregate Inventories and GNP,"
NBER Working Papers
2992, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1990. "The Sources of Fluctuations in Aggregate Inventories and GNP," The Quarterly Journal of Economics, MIT Press, vol. 105(4), pages 939-71, November.
- 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.).
- Krane, Spencer D & Braun, Stephen N, 1991. "Production Smoothing Evidence from Physical-Product Data," Journal of Political Economy, University of Chicago Press, vol. 99(3), pages 558-81, June.
- Kollintzas, Tryphon, 1985. "The Symmetric Linear Rational Expectations Model," Econometrica, Econometric Society, vol. 53(4), pages 963-76, July.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, 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.
- 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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