The inconsistency of distributed lag estimators due to misspecification by time aggregation

Name

inconsistencyofd00engl.pdf

Size

2.15 MB

Format

Adobe PDF

Checksum (MD5)

e067510ae9b035d21bf2025dbc10b247

Author(s)

Engle, R. F.

Date Issued

1970

Publisher

[Cambridge] M.I.T

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 63

Subjects

Delay differential equations

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