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- W2332446912 abstract "The need allow for the dynamic nature of adjustment patterns in economic behaviour has been a primary influence on the development of distributed lag models where the results of a change in an independent variable are spread over a number of time periods. While there are a variety of estimators recommended for these models on the basis of their asymptotic characteristics, it has proved difficult derive the small sample properties of these techniques analytically. Accordingly, over the past decade there have been a number of Monte Carlo studies examining their respective small sample performance patterns. The literature is fairly diverse and the experiments distinguished by a variety of design attributes. Consequently it is difficult to take stock of what has been established by this research. The purpose of this paper is provide a brief tabular review of most of the Monte Carlo studies in this area.2 Section II discusses the models and estimators used in each of the ten studies summarized in Table I. Section III notes the salient results of these papers and indicates areas which deserve additional attention." @default.
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- W2332446912 date "1973-12-01" @default.
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- W2332446912 title "A Tabular Review of Sampling Studies with Problems of Autocorrelation and Distributed Lag Models" @default.
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- W2332446912 doi "https://doi.org/10.2307/1402623" @default.
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