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Gupta, Yash P.; Maasoumi, Esfandiar

Specification analysis in a dynamic model. (English) Zbl 0515.62099

Proc. Econ. Soc. Eur. Meet., Athens 1979, Contrib. Econ. Anal. 138, 89-103 (1981).
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scan of Zbl 0515.62099

MSC:

62P20 Applications of statistics to economics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84 Economic time series analysis

Keywords:

specification analysis; linear dynamic economic relations; single equation autoregressive models; misspecified models; static models; ordinary least squares estimators; mean squared error matrix

Citations:

Zbl 0465.00018
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