The Estimation of Relationships Involving Distributed Lags

DOI10.2307/1911896MaRDI QIDQ5339898zbMATH OpenOpenAlexFDO

Authors E. J. Hannan

Publication date 1965

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911896

zbMATH Keywords

operations research

Cited in

(7)

• Parameter estimation for continuous-time models - a survey
• A spectral EM algorithm for dynamic factor models
• A linearly distributed lag estimator with \(r\)-convex coefficients
• A bootstrap causality test for covariance stationary processes
• Regresion espectral sesgada
• Optimal estimation control strategies for dynamic economic models with applications to environmental modelling
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES

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