Abstract
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares models.
Keywords
References
1.
Baltagi B. H.
2008 . Econometric Analysis of Panel Data. 4th ed. New York : Wiley.
2.
De Boef S.
, and
Keele L.
2008 . Taking time seriously: Dynamic regression . American Journal of Political Science 52 : 184 –200 .
3.
Enders W.
2010 . Applied Econometric Time Series. 3rd ed. Hoboken, NJ : Wiley.
4.
Greene W. H.
2008 . Econometric Analysis. 6th ed. Upper Saddle River, NJ : Prentice Hall.
5.
Grunfeld Y.
1958 . The Determinants of Corporate Investment. PhD thesis, University of Chicago .
6.
King G.
,
Tomz M.
, and
Wittenberg J.
2000 . Making the most of statistical analyses: Improving interpretation and presentation . American Journal of Political Science 44 : 347 –361 .
7.
Williams L. K.
, and
Whitten G. D.
2008 . But wait, there's more! Maximizing substantive inferences from TSCS models. http://people.tamu.edu/∼lkw5391/Williams-Whitten–ButWait!8-26-08.pdf.
