Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models

DOI10.2307/1913488zbMATH Open0283.62100OpenAlexW2000936577MaRDI QIDQ4769863FDOQ4769863

Authors: David M. Grether, G. S. Maddala 

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://authors.library.caltech.edu/83743/

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (6)

• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
• Measurement errors in dynamic models
• Simulated minimum distance estimation of dynamic models with errors-in-variables
• Higher moment estimators for linear regression models with errors in the variables
• Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances
• OLS or GLS in the presence of specification error? An expected loss approach

This page was built for publication: Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4769863)