Empirical size and power of some diagnostic tests applied to a distributed lag model
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Volume (Year): 31 (2006)
Issue (Month): 3 (September)
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References listed on IDEAS
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- Kramer, Walter, et al, 1985. "Diagnostic Checking in Practice," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 118-23, February.
- 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.
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