SOME TIME AND FREQUENCY DOMAIN DISTRIBUTED LAG ESTIMATORS - COMPARATIVE MONTE-CARLO STUDY

被引：8

作者：

CARGILL, TF

MEYER, RA

机构：

[1] UNIV NEVADA,RENO,NV 89507

[2] UNIV CALIF,BERKELEY,CA

来源：

关键词：

D O I：

10.2307/1914216

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1031 / 1044

页数：14

共 16 条

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HANNAN, EJ .

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[5] ESTIMATION OF A LAGGED REGRESSION RELATION [J].

HANNAN, EJ .

[6]

Hannan J., 2013, TECH NOTE, V43153

[7]

Johnston J., 1972, ECONOMETRIC METHODS, V2nd edn

[8] RATIONAL DISTRIBUTED LAG FUNCTIONS [J].

JORGENSON, DW .

[9]

Knuth D.E, 1969, SEMINUMERICAL ALGORI, V2

[10]

Koyck L. M., 1954, DISTRIBUTED LAGS INV