𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Integrating econometric and environmetric modelling

✍ Scribed by Alan A. Powell


Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
690 KB
Volume
6
Category
Article
ISSN
1180-4009

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Testing the long-run response in time se
✍ Wasif Rasheed; Michael R. Veall πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 132 KB

Time series models are a common tool in both environmetrics and econometrics. Dynamic eects are accommodated by the inclusion of lagged variables. Tests of null hypotheses involving `long-run' eects are not invariant and, surprisingly, the most commonly used form involves a non-linear hypothesis whe