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• W2480494350 endingPage "68" @default.
• W2480494350 startingPage "46" @default.
• W2480494350 abstract "Abstract The focus in this chapter is on the properties of linear autoregressive‐distributed lag (ADL) models for stationary data processes, in order to understand later transformations in non‐stationary models. Various equivalent transformations of ADL models are considered, especially the error‐correction, Bewley and Bardsen forms, and the estimation of long‐run multipliers (and their variances) from these models is discussed. The role of expectational variables in inference about long‐run multipliers is also investigated and potential problems are shown to be related to the general issue of the absence of weak exogeneity for the parameters of interest." @default.
• W2480494350 created "2016-08-23" @default.
• W2480494350 creator A5003706361 @default.
• W2480494350 creator A5014898803 @default.
• W2480494350 creator A5038949484 @default.
• W2480494350 creator A5087006710 @default.
• W2480494350 date "1993-05-27" @default.
• W2480494350 modified "2023-10-16" @default.
• W2480494350 title "Linear Transformations, Error Correction, and the Long Run in Dynamic Regression" @default.
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