A New Variant of RESET for Distributed Lag Models
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.
Volume (Year): 3 (2005)
Issue (Month): 56 ()
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- 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 217-230, February.
- Porter, Richard D. & Kashyap, Anil K., 1984. "Autocorrelation and the sensitivity of reset," Economics Letters, Elsevier, vol. 14(2-3), pages 229-233.
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