DISCRETE APPROXIMATIONS TO CONTINUOUS TIME DISTRIBUTED LAGS IN ECONOMETRICS

被引:91
作者
SIMS, CA
机构
关键词
D O I
10.2307/1913265
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:545 / &
相关论文
共 10 条
[1]  
[Anonymous], 1967, STATIONARY RANDOM PR
[2]  
ECKSTEIN O, 1964, REV EC STATISTIC FEB, P41
[3]  
FISHMAN GS, 1968, SPECTRAL METHODS ECO
[4]   TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE [J].
GRANGER, CWJ .
ECONOMETRICA, 1966, 34 (01) :150-&
[5]  
JENKINS GM, 1968, SPECTRAL ANALYSIS
[6]   RATIONAL DISTRIBUTED LAG FUNCTIONS [J].
JORGENSON, DW .
ECONOMETRICA, 1966, 34 (01) :135-+
[7]  
LIGHTHILL MJ, 1964, INTRO FOURIER ANALYS
[8]   AGGREGATION OVER TIME IN DISTRIBUTED LAG MODELS [J].
MUNDLAK, Y .
INTERNATIONAL ECONOMIC REVIEW, 1961, 2 (02) :154-163
[9]  
SIMS C, 1969, 60 HARV I EC RES DIS