Exact inference methods for first-order autoregressive distributed lag models
Year of publication: |
1998
|
---|---|
Authors: | Dufour, Jean-Marie |
Other Persons: | Kiviet, J. F. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 66.1998, 1, p. 79-104
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Lag-Modell | Lag model | Theorie | Theory |
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