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Adjustment costs
Publication Year:
1999
Tom Engsted
;
Niels Haldrup
Estimating the LQAC model with I(2) variables (replication data)
This paper derives a method for estimating and testing the Linear Quadratic Adjustment Cost (LQAC) model when the target variable and some of the forcing variables follow I(2)...
DOI:10.15456/jae.2022314.0706003384
TXT
data
