Marginal likelihood methods for distributed lag models
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Publication:4181163
DOI10.1007/BF02932758zbMath0397.62088OpenAlexW196790550MaRDI QIDQ4181163
Publication date: 1978
Published in: Statistische Hefte (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02932758
Sufficient StatisticsAncillary StatisticsConcentrated Likelihood FunctionElimination of Nuisance ParametersLagGed Variables ModelsMethod of Marginal LikelihoodPolynomial Distributed Lag ModelSingle Equation Distributed Lag ModelsStructural Disturbances
Applications of statistics to economics (62P20) Point estimation (62F10) Sufficient statistics and fields (62B05)
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