The inconsistency of distributed lag estimators due to misspecification by time aggregation
By: [by] Robert F. Engle
Series: M.I.T. Department of Economics. Working paper -- no. 63; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 63.
Publisher: M.I.T.
Published: 1970
Place of publication: [Cambridge]
Language: eng
Number of pages: 27