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Distributed Lags:A Survey

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Author Info
Phoebus J. Dhrymes (UCLA)
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File URL: http://www.econ.ucla.edu/workingpapers/wp024.pdf
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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 024.

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Date of creation: 01 Oct 1972
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Handle: RePEc:cla:uclawp:024

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  1. Gupta, Y P, 1969. "Least Squares Variant of the Dhrymes Two-Step Estimation Procedure of the Distributed Lag Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 112-13, February. [Downloadable!] (restricted)
  2. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-63, May. [Downloadable!] (restricted)
  3. Dhrymes, Phoebus J, 1971. "On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(2), pages 329-43, June. [Downloadable!] (restricted)
  4. Dhrymes, Phoebus J & Klein, Lawrence R & Steiglitz, Kenneth, 1970. "Estimation of Distributed Lags," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(2), pages 235-50, June. [Downloadable!] (restricted)
  5. Dhrymes, Phoebus J, 1969. "Efficient Estimation of Distributed Lags with Autocorrelated Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 47-67, February. [Downloadable!] (restricted)
  6. Lawrence R. Klein, 1957. "The Estimation of Distributed Lags," Cowles Foundation Discussion Papers 34, Cowles Foundation, Yale University. [Downloadable!]
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