Franses, Philip Hans (contributor); … - 2004 - [Elektronische Ressource]
On the econometrics of the Koyck model⁄
Philip Hans Franses and Rutger van Oest
Econometric Institute, Erasmus … the econometrics of this popular model, and we
show that this seemingly simple model is a little more complicated than we …), Misspecifiedstructuralchange, threshold, andMarkov-switching
Models, Journal of Econometrics, 109, 239 - 273.
Clarke D.G. (1976), Econometric …