Pages that link to "Item:Q5721559"

The following pages link to A Note on Serial Correlation Bias in Estimates of Distributed Lags (Q5721559):

Displaying 9 items.

• On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463) (← links)
• Effects of misspecification of lag structure in certain two-variable distributed lag models (Q1192161) (← links)
• The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true (Q1218703) (← links)
• The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
• USE OF THE DURBIN‐WATSON STATISTIC WITH LAGGED DEPENDENT VARIABLES (Q4197929) (← links)
• State space approach to the term structure of interest rates (Q4721040) (← links)
• Stochastic simulation study of martin' distributed lag model (Q4769865) (← links)
• Combining Global Antithetic Forecasts (Q4884098) (← links)