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Long-run confidence: Estimating uncertainty when using long-run multipliers
Summary by American Journal of Political Science
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Long-run confidence: Estimating uncertainty when using long-run multipliers
The forthcoming article “Long-run confidence: Estimating uncertainty when using long-run multipliers” by Mark David Nieman and David A. M. Peterson is summarized by the author(s) below. Our paper tackles a longstanding problem in time series analysis: how to estimate uncertainty for the long-run effect of a predictor in a regression model that includes a lagged dependent variable. This is a pervasive challenge in political science, where time se…
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