A New Variant of RESET for Distributed Lag Models

Dimitris Hatzinikolaou and Athanassios Stavrakoudis

Economics Bulletin, 2005, vol. 3, issue 56, 1-4

Abstract: We propose a new variant of RESET that is appropriate for distributed lag models. Monte Carlo evidence on size and power strongly supports the use of the new variant instead of the traditional RESET.

JEL-codes: C1 C5 (search for similar items in EconPapers)
Date: 2005-12-19
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Citations: View citations in EconPapers (1)

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