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Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models

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  • Grether, David M.
  • Maddala, G. S.

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  • Grether, David M. & Maddala, G. S., "undated". "Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models," Working Papers 6, California Institute of Technology, Division of the Humanities and Social Sciences.
  • Handle: RePEc:clt:sswopa:6
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    References listed on IDEAS

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    1. Ellickson, Bryan, 1973. "A Generalization of the Pure Theory of Public Goods," American Economic Review, American Economic Association, vol. 63(3), pages 417-432, June.
    2. Foley, Duncan K, 1970. "Lindahl's Solution and the Core of an Economy with Public Goods," Econometrica, Econometric Society, vol. 38(1), pages 66-72, January.
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    Cited by:

    1. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Working Papers 200227, CERDI.
    2. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
    3. Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
    4. Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
    5. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
    6. Erik Biørn, 2015. "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, vol. 48(2), pages 517-535, March.
    7. repec:eee:econom:v:200:y:2017:i:2:p:181-193 is not listed on IDEAS
    8. Biørn, Erik, 2014. "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum 28/2014, Oslo University, Department of Economics.
    9. Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc.

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