Similar Search Results

Some further properties of the Liviatan's consistent estimator in a distributed lag model

Gupta, Y. P. - 1968 - Vervielf.

Persistent link: https://www.econbiz.de/10001574628

Aliasing and the estimation of distributed lag models

Rankin, Elizabeth Lee - 1983

Persistent link: https://www.econbiz.de/10002686857

An efficient method of estimating a distributed lag model

Gupta, Y. P. - 1969

Persistent link: https://www.econbiz.de/10002548872

Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model

Majid, Muhammad Shabri Abdul; Rosylin Mohd. Yusof - In: Humanomics 25 (2009) 2, pp. 127-141

Persistent link: https://www.econbiz.de/10003903018

Nonparametric lag selection for additive models based on the smooth backfitting estimator

Guo, Zheng-feng; Cao, Ling Yan; He, Ying - In: Theoretical economics letters 1 (2011) 2, pp. 15-17

Persistent link: https://www.econbiz.de/10009541987

Nonparametric lag selection for nonlinear additive autoregressive models

Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134

Persistent link: https://www.econbiz.de/10009242396

Singular vector autoregressions with deterministic terms : strong consistency and lag order determination

Nielsen, Bent - 2008

Persistent link: https://www.econbiz.de/10003807452

Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function

Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271

Persistent link: https://www.econbiz.de/10003823010

The specification of linear restrictions and finite distributed lag models

Patterson, K. D. - 1981

Persistent link: https://www.econbiz.de/10003648824

No Country for Old Unit Root Tests : Bridge Estimators Differentiate between Nonstationary Versus Stationary Models and Select Optimal Lag

Caner, Mehmet; Knight, Keith - 2009

This paper introduces a novel way of differentiating a unit root from a stationary alternative. We write up the model consisting of zero and nonzero parameters. If the lagged dependent variable has a coefficient of zero, we know that the variable has a unit root. We exploit this property and...

Persistent link: https://www.econbiz.de/10014212098