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Marginal likelihood methods for distributed lag models - MaRDI portal

Marginal likelihood methods for distributed lag models (Q4181163)

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scientific article; zbMATH DE number 3617415
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Marginal likelihood methods for distributed lag models
scientific article; zbMATH DE number 3617415

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    Marginal likelihood methods for distributed lag models (English)
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    1978
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    Elimination of Nuisance Parameters
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    Single Equation Distributed Lag Models
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    Sufficient Statistics
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    Method of Marginal Likelihood
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    Structural Disturbances
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    Ancillary Statistics
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    LagGed Variables Models
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    Concentrated Likelihood Function
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    Polynomial Distributed Lag Model
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