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Distributed lag order determination

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  • Richard Meese

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  • Richard Meese, 1978. "Distributed lag order determination," International Finance Discussion Papers 126, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgif:126
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    File URL: http://www.federalreserve.gov/pubs/ifdp/1978/126/ifdp126.pdf
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    References listed on IDEAS

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    1. Amemiya, Takeshi, 1973. "Generalized Least Squares with an Estimated Autocovariance Matrix," Econometrica, Econometric Society, vol. 41(4), pages 723-732, July.
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