Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models

DOI10.2307/1913488zbMath0283.62100OpenAlexW2000936577MaRDI QIDQ4769863

David M. Grether, G. S. Maddala

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://authors.library.caltech.edu/83743/

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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