Stochastic intertemporal duality: An application to investment under uncertainty
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- Cooper, Russel J & McLaren, Keith R, 1980. "Atemporal, Temporal and Intertemporal Duality in Consumer Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(3), pages 599-609, October.
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- Treadway, Arthur B., 1974. "The globally optimal flexible accelerator," Journal of Economic Theory, Elsevier, vol. 7(1), pages 17-39, January.
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- Caputo, Michael R., 1990. "How to do comparative dynamics on the back of an envelope in optimal control theory," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 655-683, October.
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- Pierre Lasserre & Pierre Ouellette, 1999. "Dynamic Factor Demands and Technology Measurement under Arbitrary Expectations," Journal of Productivity Analysis, Springer, vol. 11(3), pages 219-241, June.
- Pierre Lasserre & Pierre Ouellette, 1993. "Dynamic Factor Demands and Technology Measurement Under Arbitrary Expectations," Cahiers de recherche du Département des sciences économiques, UQAM 9509, Université du Québec à Montréal, Département des sciences économiques, revised Jul 1995.
- Pindyck, Robert S., 1990.
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3137-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Treadway, Arthur B, 1971. "The Rational Multivariate Flexible Accelerator," Econometrica, Econometric Society, vol. 39(5), pages 845-855, September.
- Caputo, Michael R., 1992. "Fundamental symmetries and qualitative properties in the adjustment cost model of the firm," Journal of Mathematical Economics, Elsevier, vol. 21(2), pages 99-112.
- Majd, Saman & Pindyck, Robert S., 1987.
"Time to build, option value, and investment decisions,"
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- Saman Majd & Robert S. Pindyck, 1985. "Time to Build, Option Value, and Investment Decisions," NBER Working Papers 1654, National Bureau of Economic Research, Inc.
- McLaren, Keith R & Cooper, Russel J, 1980. "Intertemporal Duality: Application to the Theory of the Firm," Econometrica, Econometric Society, vol. 48(7), pages 1755-1762, November.
- Dale Jorgenson, 1967. "The Theory of Investment Behavior," NBER Chapters, in: Determinants of Investment Behavior, pages 129-175 National Bureau of Economic Research, Inc.
- Michael R. Caputo, 1990. "Comparative Dynamics via Envelope Methods in Variational Calculus," Review of Economic Studies, Oxford University Press, vol. 57(4), pages 689-697.
- Cooper, Russel J & Madan, Dilip B & McLaren, Keith R, 1995. "Approaches to the Solution of Stochastic Intertemporal Consumption Models," Australian Economic Papers, Wiley Blackwell, vol. 34(64), pages 86-103, June.
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