The ARAR error model for univariate time series and distributed lag

被引：0

作者：

Carter, RAL ^{[1
]}

Zellner, A

机构：

[1] Univ Western Ontario, London, ON N6A 3K7, Canada

[2] Univ Calgary, Calgary, AB T2N 1N4, Canada

[3] Univ Chicago, GSB, Chicago, IL 60637 USA

来源：

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | 2004年 / 8卷 / 01期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

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页数：44

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