Tying up loose ends: A note on the impact of omitting MA residuals from panel energy demand models based on the Koyck lag transformation
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More about this item
KeywordsKoyck-lag transformation; Moving average errors; Panel data; Aggregate energy demand.;
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-05 (All new papers)
- NEP-ECM-2013-07-05 (Econometrics)
- NEP-ENE-2013-07-05 (Energy Economics)
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