Grether, David M.

Maddala, G. S.

English

Yale University

Yale University EliScholar – A Digital Platform for Scholarly Publishing at Yale Cowles Foundation Discussion Papers Cowles Foundation 10-1-1970 On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models David M. Grether G. S. Maddala Follow this and additional works at: https://elischolar.library.yale.edu/cowles-discussion-paper-series  Part of the Economics Commons Recommended Citation Grether, David M. and Maddala, G. S., "On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models" (1970). Cowles Foundation Discussion Papers. 534. https://elischolar.library.yale.edu/cowles-discussion-paper-series/534 This Discussion Paper is brought to you for free and open access by the Cowles Foundation at EliScholar – A Digital Platform for Scholarly Publishing at Yale. It has been accepted for inclusion in Cowles Foundation Discussion Papers by an authorized administrator of EliScholar – A Digital Platform for Scholarly Publishing at Yale. For more information, please contact elischolar@yale.edu. 

On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models

https://elischolar.library.yale.edu/cgi/viewcontent.cgi?article=1533&context=cowles-discussion-paper-series

On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models

Abstract

Similar works

Full text

Available Versions

Yale University