Peer reviewedERIC Number: EJ528466
Record Type: Journal
Publication Date: 1996
Pages: N/A
Abstractor: N/A
ISBN: N/A
ISSN: ISSN-0022-0485
EISSN: N/A
Available Date: N/A
Teaching Regressions with a Lagged Dependent Variable and Autocorrelated Disturbances.
Maeshiro, Asatoshi
Journal of Economic Education, v27 n1 p72-84 Win 1996
Rectifies the unsatisfactory textbook treatment of the finite-sample proprieties of estimators of regression models with a lagged dependent variable and autocorrelated disturbances. Maintains that the bias of the ordinary least squares estimator is determined by the dynamic and correlation effects. (MJP)
Descriptors: Causal Models, Correlation, Economics Education, Heuristics, Higher Education, Least Squares Statistics, Monte Carlo Methods, Multiple Regression Analysis, Multivariate Analysis, Predictive Measurement, Predictor Variables, Regression (Statistics), Robustness (Statistics), Statistical Analysis, Statistical Inference, Teaching Methods, Validity
Publication Type: Reports - Descriptive; Journal Articles
Education Level: N/A
Audience: Researchers; Teachers; Practitioners
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A
Author Affiliations: N/A
