A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883): Difference between revisions
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| Property / cites work: Efficient Estimation of Distributed Lags with Autocorrelated Errors / rank | |||
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| Property / cites work: Q3703164 / rank | |||
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| Property / cites work: Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables / rank | |||
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| Property / cites work: On the application of robust, regression-based diagnostics to models of conditional means and conditional variances / rank | |||
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Latest revision as of 10:21, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple test for the consistency of dynamic linear regression in rational distributed lag models |
scientific article |
Statements
A simple test for the consistency of dynamic linear regression in rational distributed lag models (English)
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28 February 1997
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Lagrange multiplier test
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dynamic linear regression
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simulation
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