Some Evidence on the Small Sample Properties of Distributed Lag Estimators in The Presence of Autocorrelated Disturbances

Thomas Sargent

    Research output: Contribution to journalArticle

    Original languageEnglish (US)
    Pages (from-to)87-95
    JournalReview of Economics and Statistics
    Volume50
    Issue number1
    StatePublished - Feb 1968

    Cite this

    Some Evidence on the Small Sample Properties of Distributed Lag Estimators in The Presence of Autocorrelated Disturbances. / Sargent, Thomas.

    In: Review of Economics and Statistics, Vol. 50, No. 1, 02.1968, p. 87-95.

    Research output: Contribution to journalArticle

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