A simple test for the consistency of dynamic linear regression in rational distributed lag models
From MaRDI portal
Publication:672883
DOI10.1016/0165-1765(94)00611-5zbMATH Open0900.90147OpenAlexW2083057999MaRDI QIDQ672883FDOQ672883
Authors: Katherine T. McClain, Jeffrey M. Wooldridge 
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)00611-5
Recommendations
- A simple method for the estimation of rational distributed lag models
- Exact tests in single equation autoregressive distributed lag models
- Testing for linear autoregressive dynamics under heteroskedasticity
- Distribution-free specification tests for dynamic linear models
- A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
- A test of cross section dependence for a linear dynamic panel model with regressors
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
- ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- A consistent specification test for dynamic quantile models
Cites Work
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Title not available (Why is that?)
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
- Efficient Estimation of Distributed Lags with Autocorrelated Errors
Cited In (2)
This page was built for publication: A simple test for the consistency of dynamic linear regression in rational distributed lag models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672883)
