The Econometric SocietyEconometrica: Jul 1961, Volume 29, Issue 3
The Estimation of Distributed Lags: A Comment
https://doi.org/0012-9682(196107)29:3<430:TEODLA>2.0.CO;2-M
p.
430-433
E. Malinvaud
This note discusses a technical difficulty in the estimation of distributed lag models with autocorrelated disturbances.Log In To View Full Content