Nonstationary regression models with a lagged dependent variable

DOI10.1080/03610929608831780zbMath0900.62622OpenAlexW2170334775MaRDI QIDQ4337224

Naoto Hoshino, Yoichi Seki

Publication date: 12 November 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831780

zbMATH Keywords

model selectionmultiple comparisonWilliams' testMDL criterionsimply ordered treatment effects

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• Time Series Regression with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing
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