On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

DOI10.2307/1913892zbMath0273.62057OpenAlexW2011718669MaRDI QIDQ5180740

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Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913892

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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A note on the Bayesian estimation of Solow's distributed lag model ⋮ Lag length selection in panel autoregression

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