The Role of Approximate Prior Restrictions in Distributed Lag Estimation

DOI10.2307/2284717zbMath0231.62105OpenAlexW4239799280MaRDI QIDQ5639240

Christopher A. Sims

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/2284717

Mathematics Subject Classification ID

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

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