Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note

DOI10.1016/0165-1765(85)90052-7zbMATH Open1273.62284OpenAlexW2054597217MaRDI QIDQ375136FDOQ375136

Authors: P. Sevestre 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90052-7

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

Cited In (4)

• The determinants of cumulative endogeneity bias in multivariate analysis
• On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
• A note on autoregressive error components models
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends

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