On the interpretation of cointegration in the linear-quadratic inventory model

Journal of Economic Dynamics and Control

Volumn 26, Issue 12, 2002, Pages 2037-2049

  Hamilton, James D ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cointegration; Inventories; Linear quadratic

Indexed keywords

EID: 0036099763     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(01)00021-5     Document Type: Article

References (22)

1. Mechanics of forming and estimating dynamic linear economies
2. The production and inventory behavior of the American automobile industry
3. Measuring noise in inventory models
4. Some empirical evidence on the production level and production cost smoothing models of inventory investment
5. Estimating the linear-quadratic inventory model: Maximum likelihood versus generalized method of moments
6. Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
7. Formulating and estimating dynamic linear rational expectations models
8. Linear rational expectations models for dynamically interrelated variables
9. Planning Production, Inventories, and Work Force
10. Input and output inventories
11. Production and inventory control at the General Motors Corporation during the 1920's and 1930's
12. Stochastic trends and economic fluctuations
13. Production-smoothing evidence from physical-product data
14. Nonconvex costs and the behavior of inventories
15. Inventories
16. A variance bounds test of the linear quadratic inventory model
17. Estimation of linear rational expectations models, in the presence of deterministic terms
18. Estimation of linear expectations models, in the presence of deterministic terms
19. Inventory models
20. Estimation and inference in the linear-quadratic inventory model
21. A comparison of alternative instrumental variables estimators of a dynamic linear model