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Controlling spurious drift

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  • Bewley, Ronald
  • Haddock, Joanna

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  • Bewley, Ronald & Haddock, Joanna, 2004. "Controlling spurious drift," Economics Letters, Elsevier, vol. 84(1), pages 81-85, July.
    • Handle: RePEc:eee:ecolet:v:84:y:2004:i:1:p:81-85
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    References listed on IDEAS

    as
    1. Bewley, R. A., 1979. "The direct estimation of the equilibrium response in a linear dynamic model," Economics Letters, Elsevier, vol. 3(4), pages 357-361.
    2. Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423, December.
    3. Pagan, Adrian, 1985. "Time Series Behaviour and Dynamic Specification," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(3), pages 199-211, August.
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