A Comparative Study of Alternative Estimators in a Distributed Lag Model
From MaRDI portal
Publication:5555370
DOI10.2307/1905652zbMath0168.39601OpenAlexW2330838711WikidataQ60016568 ScholiaQ60016568MaRDI QIDQ5555370
Takeshi Amemiya, Wayne A. Fuller
Publication date: 1967
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1905652
Related Items (8)
Optimal estimation control strategies for dynamic economic models with applications to environmental modelling ⋮ Estimation of dynamic panel data models with both individual and time-specific effects ⋮ Effects of misspecification of lag structure in certain two-variable distributed lag models ⋮ The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator ⋮ Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors ⋮ Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances ⋮ An efficient two-step estimator for the dynamic adjustment model with autoregressive errors ⋮ Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
This page was built for publication: A Comparative Study of Alternative Estimators in a Distributed Lag Model