Estimating intertemporal quadratic adjustment cost models with integrated processes: a var approach

Authors
Fanelli, Luca
Citation
Luca Fanelli, Estimating intertemporal quadratic adjustment cost models with integrated processes: a var approach, Statistica, 58(3), 1998, pp. 523-545
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
58
Issue
3
Year of publication
1998
Pages
523 - 545
Database
ESSPER
SICI code
0390-590X(1998)58:3<523:EIQACM>2.0.ZU;2-K