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Distributed Lags:A Survey

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  • Phoebus J. Dhrymes

    (UCLA)

Abstract

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  • Phoebus J. Dhrymes, 1972. "Distributed Lags:A Survey," UCLA Economics Working Papers 024, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:024
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    File URL: http://www.econ.ucla.edu/workingpapers/wp024.pdf
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    References listed on IDEAS

    as
    1. Maddala, G S, 1971. "Generalized Least Squares with an Estimated Variance Covariance Matrix," Econometrica, Econometric Society, vol. 39(1), pages 23-33, January.
    2. 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.
    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 329-343, June.
    4. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.
    5. 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 112-113, February.
    6. 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 235-250, June.
    7. Morrison, J Lawton, Jr, 1970. "Small Sample Properties of Selected Distributed Lag Estimators," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(1), pages 13-23, February.
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