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Controlling spurious drift

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  • Bewley, Ronald
  • Haddock, Joanna

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  • Bewley, Ronald & Haddock, Joanna, 2004. "Controlling spurious drift," Economics Letters, Elsevier, vol. 84(1), pages 81-85, July.
    • Handle: RePEc:eee:ecolet:v:84:y:2004:i:1:p:81-85
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    References listed on IDEAS

    as
    1. Bewley, R. A., 1979. "The direct estimation of the equilibrium response in a linear dynamic model," Economics Letters, Elsevier, vol. 3(4), pages 357-361.
    2. Pagan, Adrian, 1985. "Time Series Behaviour and Dynamic Specification," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(3), pages 199-211, August.
    3. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
    4. Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521634809, January.
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