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

Thomas Sargent

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	87-95
Journal	Review of Economics and Statistics
Volume	50
Issue number	1
State	Published - Feb 1968

Cite this

@article{92c4d11b4c6749dc876d0f64f08f6a24,

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

author = "Thomas Sargent",

year = "1968",

month = feb,

language = "English (US)",

volume = "50",

pages = "87--95",

journal = "Review of Economics and Statistics",

issn = "0034-6535",

publisher = "MIT Press Journals",

number = "1",

}