The ARAR Error Model for Univariate Time Series and Distributed Lag
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| 024 | 7 | 0 | |a 10.2202/1558-3708.1132 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1132 | ||
| 245 | 0 | 4 | |a The ARAR Error Model for Univariate Time Series and Distributed Lag |h [Elektronische Daten] |c [Richard A. L. Carter, Arnold Zellner] |
| 520 | 3 | |a We show that the use of prior information derived from former empirical findings and/or subject matter theory regarding the lag structure of the observable variables together with an AR process for the error terms can produce univariate and single equation models that are intuitively appealing, simple to implement and work well in practice. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 690 | 7 | |a C22 |2 nationallicence | |
| 700 | 1 | |a Carter |D Richard A. L. |u University of Western Ontario and University of Calgary, ralc@shaw.ca |4 aut | |
| 700 | 1 | |a Zellner |D Arnold |u GSB, University of Chicago |4 aut | |
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/1(2004-03-01) |q 8:1 |1 2004 |2 8 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1132 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1132 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Carter |D Richard A. L. |u University of Western Ontario and University of Calgary, ralc@shaw.ca |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zellner |D Arnold |u GSB, University of Chicago |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/1(2004-03-01) |q 8:1 |1 2004 |2 8 |o snde | ||
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