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Small sample results on Schmidt's truncation remainder to the gamma distributed lag

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References

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  3. Schmidt, P. (1974) An argument for the usefulness of the gamma distributed lag model. IntEconR 15: 246–250.

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Correspondence to H. Baltagi.

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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

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Keywords

  • Mean Square Error
  • Estimation Procedure
  • Sample Size Increase
  • Finite Sample
  • Error Criterion