Asymptotic distribution of the maximum likelihood estimator of a distributed lag model with k-th order autogressive disturbances
By: Hiroki Tsurumi.
Series: Discussion paper ;; no. 114; Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) ;; no. 114.
Publisher: Institute for Economic Research, Queen's University
Published: 1970
Place of publication: Kingston, Ont
Language: eng
Number of pages: 15
Subjects: Estimation theory.; Distribution (Probability theory); Autoregression (Statistics)
Notes: Bibliography: leaf 15.