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A New Variant of RESET for Distributed Lag Models

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Author Info

  • Dimitris Hatzinikolaou

    ()
    (University of Ioannina, Department of Economics)

  • Athanassios Stavrakoudis

    ()
    (University of Ioannina, Department of Economics)

Abstract

We propose a new variant of RESET that is appropriate for distributed lag models. Monte Carlo evidence on size and power strongly supports the use of the new variant instead of the traditional RESET.

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File URL: http://www.accessecon.com/pubs/EB/2005/Volume3/EB-05C10023A.pdf
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Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 3 (2005)
Issue (Month): 56 ()
Pages: 1-4

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Handle: RePEc:ebl:ecbull:eb-05c10023

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References

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  1. Porter, Richard D. & Kashyap, Anil K., 1984. "Autocorrelation and the sensitivity of reset," Economics Letters, Elsevier, vol. 14(2-3), pages 229-233.
  2. Thursby, Jerry G, 1989. "A Comparison of Several Specification Error Tests for a General Alternative," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 217-30, February.
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Cited by:
  1. Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0802, USI Università della Svizzera italiana.

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