On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors

Phoebus J. Dhrymes

Type: Article

Publication Date: 1971-06-01

Citations: 9

DOI: https://doi.org/10.2307/2525694

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International Economic Review - View

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Works That Cite This (6)

Action	Title	Year	Authors
+	The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models	1975	Peter Schmidt
+	Distributed Lags: A New Estimator	2011	V. Balakrishnama Naidu Pushkal Kumar D. Reddy
+	Consistent maximum-likelihood estimation with dependent observations	1986	Risto D. H. Heijmans Jan R. Magnus
+	The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models	1976	Peter Schmidt David K. Guilkey
+	A Modification of the Almon Distributed Lag	1974	Peter Schmidt
+	A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag	1975	Peter Schmidt

Works Cited by This (4)

Action	Title	Year	Authors
+ PDF Chat	Asymptotic Properties of Non-Linear Least Squares Estimators	1969	Robert I. Jennrich
+	Efficient Estimation of Distributed Lags with Autocorrelated Errors	1969	Phoebus J. Dhrymes
+	Distributed Lags: A Survey	1967	Zvi Griliches
+	Principles of mathematical analysis	1964	Walter Rudin