The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter

DOI10.2307/1913372zbMath0291.62149OpenAlexW2057266345MaRDI QIDQ4042601

John L. Scadding

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913372

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

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Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II

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