PRACTITIONERS’ CORNER: Double Length Artificial Regressions †
1988; Wiley; Volume: 50; Issue: 2 Linguagem: Inglês
10.1111/j.1468-0084.1988.mp50002008.x
ISSN1468-0084
AutoresRussell Davidson, James G. MacKinnon,
Tópico(s)Forecasting Techniques and Applications
ResumoOxford Bulletin of Economics and StatisticsVolume 50, Issue 2 p. 203-217 PRACTITIONERS' CORNER: Double Length Artificial Regressions† Russell Davidson, Russell Davidson Queen's University, Kingston, OntarioSearch for more papers by this authorJames G. MacKinnon, James G. MacKinnon Queen's University, Kingston, OntarioSearch for more papers by this author Russell Davidson, Russell Davidson Queen's University, Kingston, OntarioSearch for more papers by this authorJames G. MacKinnon, James G. MacKinnon Queen's University, Kingston, OntarioSearch for more papers by this author First published: May 1988 https://doi.org/10.1111/j.1468-0084.1988.mp50002008.xCitations: 17 † †This research was supported, in part, by grants from the Social Sciences and Humanities Research Council of Canada. We are grateful to David Hendry for comments on earlier versions. 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