On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors

DOI10.2307/2525694zbMath0231.62101OpenAlexW1980969581MaRDI QIDQ5639236

Phoebus J. Dhrymes

Publication date: 1971

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

Full work available at URL: https://doi.org/10.2307/2525694

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case ⋮ The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models

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