A New Variant of RESET for Distributed Lag Models

We propose a new variant of RESET that is appropriate for distributed lag models. Monte Carlo evidence on size and power strongly supports the use of the new variant instead of the traditional RESET.

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Year of publication:	2005-12-19
Authors:	Hatzinikolaou, Dimitris ; Stavrakoudis, Athanassios
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 56, p. 1-4
Publisher:	AccessEcon

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Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010629734