Lagged dependent variables and specification bias
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Publication:1927861
DOI10.1016/J.ECONLET.2004.12.025zbMath1255.62270OpenAlexW2087179266MaRDI QIDQ1927861
Publication date: 2 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2004.12.025
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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