A simple message for autocorrelation correctors: Don't
type: Item
instance of: scholarly article
title: A simple message for autocorrelation correctors: Don't
zbMATH Open document ID: 0831.62100
DOI: 10.1016/0304-4076(94)01671-L
author: Grayham E. Mizon
published in: Journal of Econometrics
publication date: 1996-02-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 803358
zbMATH Keywords: correcting for residual autocorrelation
zbMATH Keywords: common factors
zbMATH Keywords: first-order autoregressive errors
zbMATH Keywords: autoregressive least squares estimation
zbMATH Keywords: residual serial correlation
MaRDI profile type: Publication
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
cites work: Q5663204
cites work: Cointegration tests in the presence of structural breaks
cites work: Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
cites work: Q4802629
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
cites work: Q5799101
cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
cites work: Q3703164
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Exogeneity
cites work: Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
cites work: Q3999329
cites work: Spurious regressions in econometrics
cites work: Statistical analysis of cointegration vectors
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
cites work: Some Tests of Dynamic Specification for a Single Equation
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
full work available at URL: 0304-4076(94)01671-l
OpenAlex ID: W2051145133
description: scientific article; zbMATH DE number 803358