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The Effects of Autocorrelated Errors on the Statistical Estimation of Distributed Lag Models

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  • Wayne A. Fuller
  • James E. Martin

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  • Wayne A. Fuller & James E. Martin, 1961. "The Effects of Autocorrelated Errors on the Statistical Estimation of Distributed Lag Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 43(1), pages 71-82.
  • Handle: RePEc:oup:ajagec:v:43:y:1961:i:1:p:71-82.
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    File URL: http://hdl.handle.net/10.2307/1235462
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    Citations

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    Cited by:

    1. Beach, Charles M. & Yeo, Stephen, 1979. "Exact Maximum Likelihood Estimation of Regression Equations with a General Stationary Auto-Regressive Disturbance," Queen's Institute for Economic Research Discussion Papers 275148, Queen's University - Department of Economics.
    2. Tomek, William G. & Robinson, Kenneth L., 1977. "PART V. Agricultural Price Analysis and Outlook," AAEA Monographs, Agricultural and Applied Economics Association, number 337217, january.
    3. McClements, L.D., 1968. "A Quarterly Econometric Model of Pig Supply," Bulletins 232763, University of Manchester, School of Economics, Agricultural Economics Department.
    4. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series 20025, University of Western Ontario, Department of Economics.
    5. Ronald S. Koot, 1973. "Price Expectations and Monetary Adjustments in Latin America," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 109(II), pages 223-232, June.
    6. Holmes, M.R., 1977. "Predictive Models For Southern State Cattle Inventories," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 9(2), pages 1-4, December.
    7. Carter Richard A. L. & Zellner Arnold, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-44, March.
    8. Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
    9. Sexauer, Benjamin, 1976. "A Monthly Analysis Of Consumer Demand In The United States," Staff Papers 13419, University of Minnesota, Department of Applied Economics.
    10. J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne.
    11. Koo, Won W., 1982. "An Econometric Analysis of U.S. Wheat Acreage Response: The Impact of Changing Government Programs," Agricultural Economics Reports 23447, North Dakota State University, Department of Agribusiness and Applied Economics.
    12. Conner, J. Richard & Mathis, William Kary & Wilson, Robert R., 1969. "Evaluating Incentive Payment Programs Through Aggregate Production Response: The Case Of Mohair," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 1, pages 1-10, December.

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