ERRORS IN VARIABLES AND SERIALLY CORRELATED DISTURBANCES IN DISTRIBUTED LAG MODELS

被引：23

|

作者：

GRETHER, DM

MADDALA, GS

机构：

[1] CALTECH,PASADENA,CA 91109

[2] UNIV ROCHESTER,ROCHESTER,NY 14623

来源：

ECONOMETRICA | 1973年 / 41卷 / 02期

关键词：

D O I：

10.2307/1913488

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：255 / 262

页数：8

相关论文

共 50 条

[11] A Portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi
Solon, Gary
ECONOMETRIC THEORY, 2006, 22 (05) : 835 - 851
[12] Efficient estimation of varying coefficient models with serially correlated errors
Kang, Xiaojuan
Li, Tizheng
STATISTICAL METHODOLOGY, 2016, 32 : 161 - 184
[13] Addressing the distributed lag models with heteroscedastic errors
Majid, Abdul
Aslam, Muhammad
Altaf, Saima
Amanullah, Muhammad
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (12) : 4464 - 4482
[14] EXAMPLES OF REGRESSION WITH SERIALLY CORRELATED ERRORS
GLASBEY, CA
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1988, 37 (03) : 277 - 291
[15] On semiparametric EV models with serially correlated errors in both regression models and mismeasured covariates
You, Jinhong
Zhou, Haibo
SCANDINAVIAN JOURNAL OF STATISTICS, 2007, 34 (02) : 365 - 383
[16] Lagged dependent variables and serially correlated errors: Which estimators can we trust?
Jekanowski, MD
Binkley, JK
AMERICAN STATISTICAL ASSOCIATION - 1996 PROCEEDINGS OF THE BUSINESS AND ECONOMIC STATISTICS SECTION, 1996, : 237 - 242
[17] INSTRUMENTAL VARIABLES ESTIMATION IN ERRORS-IN-VARIABLES MODELS WHEN INSTRUMENTS ARE CORRELATED WITH ERRORS
IWATA, S
JOURNAL OF ECONOMETRICS, 1992, 53 (1-3) : 297 - 322
[18] Simple linear functional Errors-In-Variables models with correlated errors
Al-Sharadqah, Ali
Woolsey, Nicholas
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2024, 94 (03) : 642 - 663
[19] TESTING FOR A SERIALLY CORRELATED COMPONENT IN REGRESSION DISTURBANCES
KING, ML
INTERNATIONAL ECONOMIC REVIEW, 1982, 23 (03) : 577 - 582
[20] INFERENCE IN DYNAMIC DISCRETE CHOICE MODELS WITH SERIALLY CORRELATED UNOBSERVED STATE VARIABLES
Norets, Andriy
ECONOMETRICA, 2009, 77 (05) : 1665 - 1682

← 1 2 3 4 5 →