Rational and polynomial lags. The finite connection

DOI10.1016/0304-4076(78)90033-7zbMath0401.62085OpenAlexW1510431180MaRDI QIDQ1255288

Adrian R. Pagan

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90033-7

zbMATH Keywords

EconometricsAsymptotically Efficient Two-Step EstimatorFinite Distributed LagPolynomial Distributed Lag ApproximationRational Lag Method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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