The Necessity of Moving Averages for Dynamic Regression Models

• In Event: Rare Events, Dynamic, and Survival Models in Political Science

Brief Overview

The omission of moving averages in dynamic regression models results in inconsistent and inefficient estimates of relevant quantities of interest. But their inclusion is feasible and results in a dynamically complete model.

Authors

• Garrett N. Vande Kamp, University of Georgia

• Soren Jordan, Auburn University