Some Time and Frequency Domain Distributed Lag Estimators: A Comparative Monte Carlo Study

DOI10.2307/1914216zbMath0299.62067OpenAlexW2042249082MaRDI QIDQ4054562

Thomas F. Cargill, Robert A. Meyer

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914216

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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