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Multicollinearity and the Estimation of Low-Order Moments in Stable Lag Distributions

In: Evaluation of Econometric Models

Author

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  • Michio Hatanaka
  • T. Dudley Wallace

Abstract

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Suggested Citation

  • Michio Hatanaka & T. Dudley Wallace, 1980. "Multicollinearity and the Estimation of Low-Order Moments in Stable Lag Distributions," NBER Chapters, in: Evaluation of Econometric Models, pages 323-337, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:11708
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    File URL: http://www.nber.org/chapters/c11708.pdf
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    References listed on IDEAS

    as
    1. Zellner, Arnold & Geisel, Martin S, 1970. "Analysis of Distributed Lag Models with Application to Consumption Function Estimation," Econometrica, Econometric Society, vol. 38(6), pages 865-888, November.
    2. Burdick, Donald S & Wallace, T D, 1976. "A Theorem on an Inequality of Two Quadratic Forms and an Application to Distributed Lags," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(3), pages 769-771, October.
    3. Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
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    Cited by:

    1. Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder, 2010. "Asymmetric Shocks and Co-movement of Price Indices," MPRA Paper 28723, University Library of Munich, Germany.
    2. Townsend, Rob F. & van Zyl, Johan & Thirtle, Colin G., 1997. "Assessing the benefits of research expenditures on maize production in South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 36(4), pages 1-13, December.

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