The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models

DOI10.1016/0304-4076(76)90033-6zbMath0341.62083OpenAlexW1983463628MaRDI QIDQ1231742

K. Appert

Publication date: 1976

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(76)90033-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (1)

A model for non-negative and non-positive distributed lag functions

Cites Work

• On a Family of Lag Distributions
• The Estimation of Distributed Lags
• A Modification of the Almon Distributed Lag
• The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors
• Rational Distributed Lag Functions
• On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors

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