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The Chow-Lin method using dynamic models

  • Santos Silva, J. M. C.
  • Cardoso, F. N.

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File URL: http://www.sciencedirect.com/science/article/B6VB1-42JHDGX-7/2/50a6458726eeedec88bab3dadb97139c
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 18 (2001)
Issue (Month): 2 (April)
Pages: 269-280

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Handle: RePEc:eee:ecmode:v:18:y:2001:i:2:p:269-280
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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  1. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  2. Lawrence R. Klein, 1957. "The Estimation of Distributed Lags," Cowles Foundation Discussion Papers 34, Cowles Foundation for Research in Economics, Yale University.
  3. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September.
  5. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-73, April.
  6. repec:ner:tilbur:urn:nbn:nl:ui:12-153295 is not listed on IDEAS
  7. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  8. Tserkezos, Dikaios E., 1991. "A distributed lag model for quarterly disaggregation of the annual personal disposable income of the Greek economy," Economic Modelling, Elsevier, vol. 8(4), pages 528-536, October.
  9. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
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