ESTIMATION AND INFERENCE IN THE LINEAR-QUADRATIC INVENTORY MODEL

被引：12
|
作者：
WEST, KD [1 ]
WILCOX, DW [1 ]
机构：
[1] BOARD GOVERNORS FED RESERVE SYST,WASHINGTON,DC 20551
来源：
JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 1994年 / 18卷 / 3-4期
关键词：
LINEAR-QUADRATIC INVENTORY MODEL; ASYMPTOTIC THEORY; SIMULATION;
D O I：
10.1016/0165-1889(94)90037-X
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We summarize some recent work of ours on estimation and hypothesis testing on the parameters of the linear-quadratic inventory model. For some data-generating processes calibrated to estimates from some existing studies, this work uses (1) asymptotic theory to compare alternative estimators on the basis of the asymptotic efficiency of parameter estimates, (2) asymptotic theory and simulations to consider how likely one will be to get sharp estimates of the parameters of the model, and (3) simulations to see how accurately sized are hypothesis tests about the parameters of the model.
引用
收藏
页码：897 / 908
页数：12
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