A Distributed Lag Estimator Derived from Smoothness Priors
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Publication:4061830
DOI10.2307/1914096zbMath0305.62070OpenAlexW2082227738MaRDI QIDQ4061830
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914096
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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