A simple test for the consistency of dynamic linear regression in rational distributed lag models
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Cites work
- scientific article; zbMATH DE number 3930202 (Why is no real title available?)
- Efficient Estimation of Distributed Lags with Autocorrelated Errors
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
Cited in
(4)- Testing for the length of a distributed lag with a differencing transformation
- On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
- scientific article; zbMATH DE number 3858269 (Why is no real title available?)
- A new variance component score test for testing distributed lag functions with applications in time series analysis
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