The Effects of Autocorrelated Errors on the Statistical Estimation of Distributed Lag Models
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Cited by:
- 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.
- McClements, L.D., 1968. "A Quarterly Econometric Model of Pig Supply," Bulletins 232763, University of Manchester, School of Economics, Agricultural Economics Department.
- 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.
- 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.
- 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.
- 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.
- Tomek, William G. & Robinson, Kenneth L., 1977. "PART V. Agricultural Price Analysis and Outlook," AAEA Monographs, Agricultural and Applied Economics Association, number 337217, january.
- 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.
- 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.
- 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.
- Sexauer, Benjamin, 1976. "A Monthly Analysis Of Consumer Demand In The United States," Staff Papers 13419, University of Minnesota, Department of Applied Economics.
- 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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