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Some Evidence on the Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadratic Inventory Model
16 references·2 citing·47 second hop
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this work references cited by second hop

References

  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1962Planning Production, Inventories, and Work Force.877 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • 1991Taking Stock: A Critical Assessment of Recent Research on Inventories556 cited
  • 1995Automatic Lag Selection in Covariance Matrix Estimation481 cited
  • 1994Finite sample properties of the generalized method of moments in tests of conditional asset pricing models346 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1986Can the Production Smoothing Model of Inventory Behavior be Saved?326 cited
  • 1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data305 cited
  • 1983The Production and Inventory Behavior of the American Automobile Industry263 cited
  • 1982The Production and Inventory Behavior of the American Automobile Industry263 cited
  • 1991Nonconvex Costs and the Behavior of Inventories219 cited
  • 1990On tests of representative consumer asset pricing models205 cited
  • 1988Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment168 cited

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  • 1986A Variance Bounds Test of the Linear Quadratic Inventory Model137 cited
  • 1985A Variance Bounds Test of the Linear Quardractic Inventory Model129 cited
  • Cited by

    • 1994Estimation and inference in the linear-quadratic inventory model20 cited
    • 1998An optimizing model for monetary policy analysis : can habit formation help?15 cited