The ARAR Error Model for Univariate Time Series and Distributed Lag Models
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Cited by:
- Richard Carter & Arnold Zellner, 2003. "AR Versus MA Disturbance Terms," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-3.
- Spyros Makridakis & Andreas Merikas & Anna Merika & Mike G. Tsionas & Marwan Izzeldin, 2020. "A novel forecasting model for the Baltic dry index utilizing optimal squeezing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 56-68, January.
- repec:ebl:ecbull:v:3:y:2003:i:21:p:1-3 is not listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-ECM-2002-12-10 (Econometrics)
- NEP-ETS-2002-12-02 (Econometric Time Series)
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