Mean lag in general error correction models

DOI10.1016/j.econlet.2016.03.028zbMath1398.62233OpenAlexW2341143755MaRDI QIDQ1668259

Luigi Ventura, Peter Fuleky

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.03.028

zbMATH Keywords

error correction modelautoregressive distributed lag modelmean lag

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Dynamic Econometrics

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