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Dimitris Hatzinikolaou and Athanassios Stavrakoudis
''A New Variant of RESET for Distributed Lag Models''
( 2005, Vol. 3 No.56 )
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: C1 - Econometric and Statistical Methods: General
C5 - Econometric Modeling: General
Manuscript Received : Dec 16 2005 Manuscript Accepted : Dec 19 2005

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