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1
Empirical size and power of some diagnostic tests applied to a distributed lag model
Hatzinikolaou, Dimitris
;
Stavrakoudis, Athanassios
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
3
,
pp. 631-643
Persistent link: https://www.econbiz.de/10003352682
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2
Maximum empirical likelihood estimation of the spatial lag autoregressive model
Lambert, Dayton M.
- In:
Progress in economics research
25
(
2012
),
pp. 165-176
Persistent link: https://www.econbiz.de/10009552277
Saved in:
3
GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors
Čížek, Pavel
;
Jacobs, Jan
;
Ligthart, Jenny E.
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2011-134
Persistent link: https://www.econbiz.de/10011348905
Saved in:
4
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
Saved in:
5
Spatial lags and spatial errors revisited : some Monte Carlo evidence
Dubin, Robin A.
- In:
Spatial and spatiotemporal econometrics
,
(pp. 75-98)
.
2004
Persistent link: https://www.econbiz.de/10002581394
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6
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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7
Tests for spatial lag dependence based on method of moments estimation
Saavedra, Luz Amparo
- In:
Regional science & urban economics
33
(
2003
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001730133
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8
Data-dependent methods for the lag length selection in unit root tests with structural change
Quineche Uribe, Ricardo
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415370
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9
Structural change and lag length in VAR models
Thoma, Mark Allen
- In:
Journal of macroeconomics
30
(
2008
)
3
,
pp. 965-976
Persistent link: https://www.econbiz.de/10003781821
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10
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003512776
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