Effects of misspecification of lag structure in certain two-variable distributed lag models

DOI10.1016/0898-1221(91)90188-AMaRDI QIDQ1192161zbMATH OpenFDO

Authors Jeffrey C. Lagarias

Publication date 27 September 1992

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

distributed lag modelsDistributed lag models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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• A Comparative Study of Alternative Estimators in a Distributed Lag Model
• A Note on Serial Correlation Bias in Estimates of Distributed Lags
• Aggregation over Time in Distributed Lag Models
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• Asymptotic Approximations to Distributions
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
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• Central limit theorems for time series regression
• Conditions That a Stochastic Process be Ergodic
• Efficient Estimation of Distributed Lags with Autocorrelated Errors
• Multivariate time series analysis
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