caa a22 4500 378913867 CHVBK 20180305123548.0 cr unu---uuuuu 161128e20040301xx s 000 0 eng 10.2202/1558-3708.1132 doi (NATIONALLICENCE)gruyter-10.2202/1558-3708.1132 The ARAR Error Model for Univariate Time Series and Distributed Lag [Elektronische Daten] [Richard A. L. Carter, Arnold Zellner] 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. ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston C22 nationallicence Carter Richard A. L. University of Western Ontario and University of Calgary, ralc@shaw.ca aut Zellner Arnold GSB, University of Chicago aut Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/1(2004-03-01) 8:1 2004 8 snde https://doi.org/10.2202/1558-3708.1132 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.2202/1558-3708.1132 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Carter Richard A. L. University of Western Ontario and University of Calgary, ralc@shaw.ca aut NATIONALLICENCE 700 1- Zellner Arnold GSB, University of Chicago aut NATIONALLICENCE 773 0- Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/1(2004-03-01) 8:1 2004 8 snde CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter