The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors

DOI10.2307/2526048zbMath0272.62021OpenAlexW2119488542MaRDI QIDQ5180216

M. Hashem Pesaran

Publication date: 1973

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526048

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)

Related Items (1)

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

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