Specification Analysis in Dynamic Models
研究遗漏变量（尤其是动态调整效应）的理论与实证影响，并探讨加入可能无关变量来建模这种遗漏的方法，扩展了误设定分析的知识。
The theoretical and empirical implications of omitted variables, particularly dynamic adjustment effects, are studied. In particular, the attempt to model for such omissions by including possibly irrelevant variables is investigated. This extends the existing knowledge of misspecification analysis in several directions. Ordinary least squares is the estimation technique under study, as has been the case in several recent and related studies. In our empirical example, the question of seasonal variation in interest rates is addressed. We deal with the related issue of deterministic versus stochastic detrending and demonstrate that it can be usefully cast in the context of “misspecification analysis” in dynamic models developed in this article.