This is a preview of subscription content, log in to check access.
Buy single article
Instant access to the full article PDF.
Price includes VAT for USA
Subscribe to journal
Immediate online access to all issues from 2019. Subscription will auto renew annually.
This is the net price. Taxes to be calculated in checkout.
Klein, L. R. (1958) The estimation of distributed lags. Econmtca 24: 553–565.
Pesaran, M. H. (1973) The small sample problem of truncation remainders in the estimation of distributed lag models with autocorrelated errors. IntEconR 14: 120–131.
Schmidt, P. (1974) An argument for the usefulness of the gamma distributed lag model. IntEconR 15: 246–250.
Schmidt, P. (1975) The small sample effects of various treatments of distributed lag models. REcon&St 57: 387–388.
Schmidt, P. (1975) A note on the treatment of the truncation remainder in the gamma distributed lag. IntEconR 16: 800–801.
Tsurumi, H. (1971) A note on gamma distributed lags. IntEconR 12: 317–324.
About this article
Cite this article
Baltagi, H., Ferry, J.R. Small sample results on Schmidt's truncation remainder to the gamma distributed lag. Statistische Hefte 26, 87–95 (1985). https://doi.org/10.1007/BF02932523
- Mean Square Error
- Estimation Procedure
- Sample Size Increase
- Finite Sample
- Error Criterion