A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Asatoshi Maeshiro
| Year of publication: |
1999
|
|---|---|
| Authors: | Maeshiro, Asatoshi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 31.1999, 3, p. 381-396
|
| Subject: | Lag-Modell | Lag model | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001364531