APPLICATION OF THE TIME-VARYING PARAMETER MODEL TO THE Q-THEORY OF INVESTMENT

被引：3
|
作者：
FUNKE, M
机构：
[1] Science Centre Berlin, Labour Market and Employment, WOO Berlin 30, FRG
来源：
APPLIED ECONOMICS | 1990年 / 22卷 / 01期
关键词：
D O I：
10.1080/00036849000000054
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
[No abstract available]
引用
收藏
页码：97 / 109
页数：13
相关论文
共 50 条
  • [21] A Time-Varying Conditional Parameter Distributed Lag Model with an Application to Crude Oil Market
    Amina AILIGENG
    Fengbin LU
    Shouyang WANG
    JournalofSystemsScienceandInformation, 2023, 11 (05) : 562 - 579
  • [22] Q-theory of investment and earnings retentions-evidence from Scandinavia
    Eklund, Johan E.
    EMPIRICAL ECONOMICS, 2010, 39 (03) : 793 - 813
  • [23] Does q-theory with investment frictions explain anomalies in the cross section of returns?
    Li, Dongmei
    Zhang, Lu
    JOURNAL OF FINANCIAL ECONOMICS, 2010, 98 (02) : 297 - 314
  • [24] FUZZY DESCRIPTORS OF TIME-VARYING DATA - THEORY AND APPLICATION
    BRIDGES, SM
    HIGGINBOTHAM, C
    MCKINION, JM
    HODGES, JE
    AI APPLICATIONS, 1995, 9 (02): : 1 - 14
  • [25] Time-varying Investment Dynamics in the USA
    Mendieta-Munoz, Ivan
    ECONOMICS-THE OPEN ACCESS OPEN-ASSESSMENT E-JOURNAL, 2024, 18 (01):
  • [26] Stochastic Model Specification Search for Time-Varying Parameter VARs
    Eisenstat, Eric
    Chan, Joshua C. C.
    Strachan, Rodney W.
    ECONOMETRIC REVIEWS, 2016, 35 (8-10) : 1638 - 1665
  • [27] Development of a clarity parameter using a time-varying loudness model
    1600, Acoustical Society of America (143):
  • [28] Time-Varying Parameter Four-Equation DSGE Model
    Gupta, Rangan
    Sun, Xiaojin
    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2024,
  • [29] An averaging model for chaotic system with periodic time-varying parameter
    Mao, Yu
    Tang, Wallace K. S.
    Danca, Marius-F.
    APPLIED MATHEMATICS AND COMPUTATION, 2010, 217 (01) : 355 - 362
  • [30] On the random effects cox model with time-varying regression parameter
    Dupuy J.-F.
    Journal of Statistical Theory and Practice, 2009, 3 (4) : 763 - 776
12345