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Constructing optimal tests on a lagged dependent variable

Marsh, Patrick W. N. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376025

Rias to coefficients on lagged dependent variables

Grubb, David; Symons, James - 1983

Persistent link: https://www.econbiz.de/10003529856

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

Signal diffusion mapping : optimal forecasting with time-varying lags

Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10011417716

Using PC regression for multicollinear model with lagged variable

Elsayir, Habib Ahmed - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 33-41

This paper aims at identifying a most frequently multivariate technique,Principal Components Analysis (PCA), to solve a multicollinear single equation econometric model .results of the method used were compared to Ordinary Least Squares (OLS) and(Two Stages Least Squares (2SLS) to see if...

Persistent link: https://www.econbiz.de/10009769907