Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model

DOI10.1016/0304-4076(78)90065-9zbMath0382.62093OpenAlexW2054846105MaRDI QIDQ1247718

William E. Griffiths, Howard E. Doran

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90065-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

A further empirical investigation of the dividend adjustment process

Cites Work

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• Efficient Estimation of Distributed Lags with Autocorrelated Errors
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation

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