Empirical size and power of some diagnostic tests applied to a distributed lag model
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 31 (2006)
Issue (Month): 3 (September)
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Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Godfrey, L G & Orme, C D, 1994.
"The Sensitivity of Some General Checks to Omitted Variables in the Linear Model,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May.
- Les Godfrey & Chris Orme, . "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
- Kramer, Walter, et al, 1985. "Diagnostic Checking in Practice," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 118-23, February.
- Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltÃ di Scienze economiche dell'UniversitÃ di Lugano 0802, USI Università della Svizzera italiana.
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