Title: PRACTITIONER'S CORNER: Dynamic Specification and Linear Transformations of the Autoregressive‐Distributed Lag Model<sup>*</sup>
Abstract: Oxford Bulletin of Economics and StatisticsVolume 52, Issue 1 p. 95-104 PRACTITIONER'S CORNER: Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model† Anindya Banerjee, Anindya BanerjeeSearch for more papers by this authorJohn W. Galbraith, John W. GalbraithSearch for more papers by this authorJuan Dolado, Juan DoladoSearch for more papers by this author Anindya Banerjee, Anindya BanerjeeSearch for more papers by this authorJohn W. Galbraith, John W. GalbraithSearch for more papers by this authorJuan Dolado, Juan DoladoSearch for more papers by this author First published: February 1990 https://doi.org/10.1111/j.1468-0084.1990.mp52001007.xCitations: 29 † *We thank David Hendry for valuable commentary. AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat REFERENCES Banerjee, A., Dolado, J., Hendry, D. E. and Smith, G. W. (1986). ‘Exploring Equilibrium Relationships in Econometrics Through Static Models: Some Monte Carlo Evidence’, BULLETIN, Vol. 48, pp. 253–77. 10.1111/j.1468-0084.1986.mp48003005.x Web of Science®Google Scholar Bårdsen, G. (1989). ‘The Estimation of Long-Run Coefficients from Error-Correction Models’, BULLETIN, Vol. 51, pp. 345–50. 10.1111/j.1468-0084.1989.mp51003008.x Web of Science®Google Scholar Bewley, R. A. (1979). ‘The Direct Estimation of the Equilibrium Response in a Linear Model’, Economics Letters, Vol. 3. 10.1016/0165-1765(79)90011-9 PubMedWeb of Science®Google Scholar Engle, R. F. and Granger, C. W. J. (1987). ‘Co-Integration and Error Correction: Representation, Estimation and Testing. Econometrica, Vol. 55, pp. 251–76. 10.2307/1913236 Web of Science®Google Scholar Galbraith, J. W. and Banerjee, A. (1989). ‘Finite-Sample Biases in OLS Estimates of Cointegrating Parameters’, Working Paper. Google Scholar Hendry, D. F. (1989). PC-GIVE: An Interactive Econometric Modelling System. Institute of Economics and Statistics, Oxford. Google Scholar Hendry, D. F. and Anderson, G. J. (1977). ‘Testing Dynamic Specification in Small Simultaneous Models: An Application to a Model of Building Society Behavior in the United Kingdom’, Chapter 8c in M. D. Intriligator (ed.), Frontiers of Quantitative Economics, Vol. IIIA, North-Holland, Amsterdam. Google Scholar Hendry, D. F., Pagan, A. R. and Sargan, J. D. (1984). ‘Dynamic Specification’, Chapter 18 in Z. Griliches and M. Intriligator (eds) Handbook of Econometrics, Vol. II, North-Holland, Amsterdam. Google Scholar Hylleberg, S. and Mizon, G. (1989). ‘Cointegration and Error Correction Mechanisms’, Economic Journal (Supplement), Vol. 99, pp. 113–25. Web of Science®Google Scholar Stock, J. H. (1987). ‘Asymptotic Properties of Least-Squares Estimators of Cointegrating Vectors’, Econometrica, Vol. 55, pp. 1035–56. 10.2307/1911260 Web of Science®Google Scholar Wickens, M. R. and Breusch, T. S. (1988). ‘Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models’, Economic Journal, Vol. 98, (Conference 1988), pp. 189–205. 10.2307/2233314 Web of Science®Google Scholar Citing Literature Volume52, Issue1February 1990Pages 95-104 ReferencesRelatedInformation
Publication Year: 1990
Publication Date: 1990-02-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 58
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