Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

DOI10.2307/2998541zbMath1055.62546MaRDI QIDQ4530903

Jean-Marie Dufour, Jan F. Kiviet

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1866/2021

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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

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