Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties (Q3703166)
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scientific article; zbMATH DE number 3930203
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| English | Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties |
scientific article; zbMATH DE number 3930203 |
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Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties (English)
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1984
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iterative Gauss-Newton estimators
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Koyck distributed lag model
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uncorrelated errors
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first order autoregressive errors
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stationary data
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asymptotically efficient estimators
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instrumental variables estimator
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response functions
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technique of control variates
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0.8038593530654907
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0.77608323097229
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0.7583335041999817
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