Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note

DOI10.1016/0165-1765(85)90052-7zbMath1273.62284OpenAlexW2054597217MaRDI QIDQ375136

P. Sevestre

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90052-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items

A note on autoregressive error components models

Cites Work

• Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
• Unnamed Item