Formulating And Estimating Dynamic Stochastic Production Models
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.225711
Download full text from publisher
References listed on IDEAS
- Hansen, Lars Peter & Sargent, Thomas J., 1982.
"Instrumental variables procedures for estimating linear rational expectations models,"
Journal of Monetary Economics, Elsevier, vol. 9(3), pages 263-296.
- Lars Peter Hansen & Thomas J. Sargent, 1981. "Instrumental variables procedures for estimating linear rational expectations models," Staff Report 70, Federal Reserve Bank of Minneapolis.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Fair, Ray C & Taylor, John B, 1983.
"Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models,"
Econometrica, Econometric Society, vol. 51(4), pages 1169-1185, July.
- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation for Research in Economics, Yale University.
- Antle, John M., 1983. "Incorporating Risk In Production Analysis," 1983 Annual Meeting, July 31-August 3, West Lafayette, Indiana 279106, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Hansen, Lars Peter & Sargent, Thomas J., 1980.
"Formulating and estimating dynamic linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
- Lars Peter Hansen & Thomas J. Sargent, 1979. "Formulating and estimating dynamic linear rational expectations models," Working Papers 127, Federal Reserve Bank of Minneapolis.
- Kydland, Finn E & Prescott, Edward C, 1982.
"Time to Build and Aggregate Fluctuations,"
Econometrica, Econometric Society, vol. 50(6), pages 1345-1370, November.
- Finn E. Kydland & Edward C. Prescott, 1982. "Executable program for "Time to Build and Aggregate Fluctuations"," QM&RBC Codes 4, Quantitative Macroeconomics & Real Business Cycles.
- Finn E. Kydland & Edward C. Prescott, 1982. "Web interface for "Time to Build and Aggregate Fluctuations"," QM&RBC Codes 4a, Quantitative Macroeconomics & Real Business Cycles.
- K. J. Arrow, 1971.
"The Economic Implications of Learning by Doing,"
Palgrave Macmillan Books, in: F. H. Hahn (ed.), Readings in the Theory of Growth, chapter 11, pages 131-149,
Palgrave Macmillan.
- Kenneth J. Arrow, 1962. "The Economic Implications of Learning by Doing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 29(3), pages 155-173.
- Norman, Alfred L, 1974. "On the Relationship Between Linear Feedback Control and First Period Certainty Equivalence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 209-215, February.
- Gershon Feder & Gerald T. O'Mara, 1982. "On Information and Innovation Diffusion: A Bayesian Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(1), pages 145-147.
- ZELLNER, Arnold & KMENTA, Jan & DREZE, Jacques H., 1966. "Specification and estimation of Cobb-Douglas production function models," LIDAM Reprints CORE 12, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-1286, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Elaine M. Liu, 2013.
"Time to Change What to Sow: Risk Preferences and Technology Adoption Decisions of Cotton Farmers in China,"
The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1386-1403, October.
- Elaine M. Liu, 2008. "Time to Change What to Sow: Risk Preferences and Technology Adoption Decisions of Cotton Farmers in China," Working Papers 1064, Princeton University, Department of Economics, Industrial Relations Section..
- Antle, John M., 1983. "Incorporating Risk In Production Analysis," 1983 Annual Meeting, July 31-August 3, West Lafayette, Indiana 279106, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Dote, Grace, 1985. "Economic Research Of Interest To Agriculture, 1982-1984," Economic Research of Interest to Agriculture 7290, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Elaine Meichen Liu, 2008. "Time to Change What to Sow: Risk Preferences and Technology Adoption Decisions of Cotton Farmers in China," Working Papers 1064, Princeton University, Department of Economics, Industrial Relations Section..
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
- Tsai, Grace Yueh-Hsiang, 1989. "A dynamic model of the U.S. cotton market with rational expectations," ISU General Staff Papers 1989010108000012168, Iowa State University, Department of Economics.
- M. Ishaq Nadiri & Ingmar Prucha, 2001.
"Dynamic Factor Demand Models and Productivity Analysis,"
NBER Chapters, in: New Developments in Productivity Analysis, pages 103-172,
National Bureau of Economic Research, Inc.
- M. Ishaq Nadiri & Ingmar R. Prucha, 1999. "Dynamic Factor Demand Models and Productivity Analysis," Electronic Working Papers 99-005, University of Maryland, Department of Economics.
- M. Ishaq Nadiri & Ingmar R. Prucha, 1999. "Dynamic Factor Demand Models and Productivity Analysis," NBER Working Papers 7079, National Bureau of Economic Research, Inc.
- Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
- Ray C. Fair & Arnold Zellner (ary), 1992.
"The Cowles Commission approach, real business cycles theories, and New- Keynesian economics,"
Proceedings, Federal Reserve Bank of St. Louis, pages 133-157.
- Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc.
- Winter, Joachim, 1997.
"Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse,"
Sonderforschungsbereich 504 Publications
99-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Winter, Joachim, 1998. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Papers 99-27, Sonderforschungsbreich 504.
- West, Kenneth D., 1986.
"Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons,"
Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
- Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers 0054, National Bureau of Economic Research, Inc.
- Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
- Jaebeom Kim & Masao Ogaki & Minseok Yang, 2007.
"Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2057-2075, December.
- Jaebeom Kim & Masao Ogaki & Minseok Yang, 2007. "Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2057-2075, December.
- Kris Jacobs, 2001. "Estimating Nonseparable Preference Specifications for Asset Market Participants," CIRANO Working Papers 2001s-12, CIRANO.
- Matthijs Lof, 2014.
"GMM Estimation with Non-causal Instruments under Rational Expectations,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 279-286, April.
- Lof, Matthijs, 2011. "GMM estimation with noncausal instruments under rational expectations," MPRA Paper 35536, University Library of Munich, Germany.
- Dunn, Kenneth B. & Singleton, Kenneth J., 1986.
"Modeling the term structure of interest rates under non-separable utility and durability of goods,"
Journal of Financial Economics, Elsevier, vol. 17(1), pages 27-55, September.
- Kenneth B. Dunn & Kenneth J. Singleton, 1984. "Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods," NBER Working Papers 1415, National Bureau of Economic Research, Inc.
- Boileau, Martin & Normandin, Michel, 2002.
"Aggregate employment, real business cycles, and superior information,"
Journal of Monetary Economics, Elsevier, vol. 49(3), pages 495-520, April.
- Martin Boileau & Michel Normandin, 1997. "Aggregate Employment, Real Business Cycles, and Superior Information," Cahiers de recherche CREFE / CREFE Working Papers 55, CREFE, Université du Québec à Montréal.
- Raquel Carrasco & Jose M. Labeaga & J.David López-Salido, 2002. "Unobserved Heterogeneity and Intertemporal Nonseparability: Evidence from Consumption Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C4-4, International Conferences on Panel Data.
- Sungbae An & Yongsung Chang & Sun-Bin Kim, 2009.
"Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 29-54, July.
- Sungbae An & Yongsung Chang & Sun-Bin Kim, 2007. "Can a Representative Agent Model Represent a Heterogeneous Agent Economy?," Discussion Paper Series 0714, Institute of Economic Research, Korea University.
- Sungbae An & Yongsung Chang & Sun-Bin Kim, 2008. "Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy?," Microeconomics Working Papers 22056, East Asian Bureau of Economic Research.
- Sungbae An & Yongsung Chang & Sun-Bin Kim, 2008. "Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy?," RCER Working Papers 542, University of Rochester - Center for Economic Research (RCER).
- West, Kenneth D, 1986.
"A Variance Bounds Test of the Linear Quadratic Inventory Model,"
Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 374-401, April.
- Kenneth D. West, 1985. "A Variance Bounds Test of the Linear Quardractic Inventory Model," NBER Working Papers 1581, National Bureau of Economic Research, Inc.
- Jacobs, Kris, 2000. "Estimating Nonseparable Preference Specifications for Asset Market Participants," Econometric Society World Congress 2000 Contributed Papers 1472, Econometric Society.
- Fair, Ray C & Taylor, John B, 1990.
"Full Information Estimation and Stochastic Simulation of Models with Rational Expectations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 381-392, Oct.-Dec..
- Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc.
- Koskievic, Jean-Max, 1999. "An intertemporal consumption-leisure model with non-expected utility," Economics Letters, Elsevier, vol. 64(3), pages 285-289, September.
- Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ucdavw:225711. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/daucdus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.