Dynamic Models-2

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 16)


This Chapter is devoted to deal with inference problems in dynamic models and to apply the new selection procedure outlined in Chapter 6 to these models. We first examine the procedures followed when specifying a dynamic model, paying attention to both classical econometric and time series methods. We will review statistics and selection procedures not introduced in previous Chapters. In the last Section, a new proposal to select among dynamic models is put forward in line with the philosophy of this book.


Autocorrelation Function Exogenous Variable Endogenous Variable Econometric Model Previous Chapter 
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Copyright information

© Springer Science+Business Media Dordrecht 1989

Authors and Affiliations

  1. 1.University of ZaragozaSpain

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