Efficiet estimation of the geometric distributed lag model : Some Monte Carlo results on small sample properties
| Year of publication: |
1984
|
|---|---|
| Authors: | Palm, F. C. ; Vogelvang, E. ; Kodde, D. A. |
| Published in: |
Neue Perspektiven aus Wirtschaft und Recht : Festschrift für Hans Schäffer zum 80. Geburtstag am 11. April 1966 ; 25. - Berlin : Duncker & Humblot. - 1984, p. 579-601
|
| Subject: | Statistik | Schätzmethodik und Testmethodik | Monte-Carlo-Methode | Ökonometrie lag |
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