On the specification of accelerator coefficients in dynamic factor demand models

Ingmar R. Prucha; M. Ishaq Nadiri

doi:10.1016/0165-1765(91)90158-H

On the specification of accelerator coefficients in dynamic factor demand models

Ingmar R. Prucha, M. Ishaq Nadiri

Research output: Contribution to journal › Article › peer-review

Abstract

Recent empirical application of dynamic factor demand models employed different formulae for the accelerator coefficient. In this note we compare and analyze the respective formulae used for the accelerator coefficient.

Original language	English (US)
Pages (from-to)	123-129
Number of pages	7
Journal	Economics Letters
Volume	35
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(91)90158-H
State	Published - Feb 1991

ASJC Scopus subject areas

Finance
Economics and Econometrics

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title = "On the specification of accelerator coefficients in dynamic factor demand models",

abstract = "Recent empirical application of dynamic factor demand models employed different formulae for the accelerator coefficient. In this note we compare and analyze the respective formulae used for the accelerator coefficient.",

author = "Prucha, {Ingmar R.} and {Ishaq Nadiri}, M.",

year = "1991",

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On the specification of accelerator coefficients in dynamic factor demand models

Abstract

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