Addressing the distributed lag models with heteroscedastic errors
Author:
Affiliation:
1. Pakistan Bureau of Statistics, Regional Office, Multan, Pakistan
2. Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1643884
Reference35 articles.
1. Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator
2. The Distributed Lag Between Capital Appropriations and Expenditures
3. Mostly Harmless Econometrics
4. Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors
5. Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
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