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Some further properties of the Liviatan's consistent estimator in a distributed lag model
Gupta, Y. P. - 1968 - Vervielf.
Persistent link: https://www.econbiz.de/10001574628
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Distributed lags, aggregation and compounding : Some econometric implications
Trivedi, Pravin K.; Trivedi, P.K. - 1984
Persistent link: https://www.econbiz.de/10000007934
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The specification of linear restrictions and finite distributed lag models
Patterson, K. D. - 1981
Persistent link: https://www.econbiz.de/10003648824
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Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807452
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Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model
Majid, Muhammad Shabri Abdul; Rosylin Mohd. Yusof - In: Humanomics 25 (2009) 2, pp. 127-141
Persistent link: https://www.econbiz.de/10003903018
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
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Aliasing and the estimation of distributed lag models
Rankin, Elizabeth Lee - 1983
Persistent link: https://www.econbiz.de/10002686857
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie; Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10001513117