43
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Model Identification in Dynamic Regression (Distributed Lag) Models

Pages 228-237 | Published online: 02 Jul 2012

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (7)

Víctor Gómez, Félix Aparicio-Pérez & Ángel Sánchez-Ávila. (2010) An Alternative to Transfer Function Forecasting Based on Subspace Methods. Communications in Statistics - Simulation and Computation 39:10, pages 1855-1867.
Read now
Rong Chen & Ruey S. Tsay. (1996) Nonlinear transfer functions. Journal of Nonparametric Statistics 6:2-3, pages 193-204.
Read now
Alan Pankratz & Brooks Elliott. (1992) Identifying rational distributed lag models using a joint test applied to the corner table. Communications in Statistics - Theory and Methods 21:8, pages 2279-2292.
Read now
Lon‐Mu Liu & Chung Chen. (1991) Recent developments of time series analysis in environmental impact studies. Journal of Environmental Science and Health . Part A: Environmental Science and Engineering and Toxicology 26:7, pages 1217-1252.
Read now
Rahiala Markku. (1988) A simple method for the estimation of rational distributed lag models. Communications in Statistics - Theory and Methods 17:6, pages 1903-1928.
Read now
PhillipA. Cartwright & ChengF. Lee. (1987) Time Aggregation and the Estimation of the Market Model: Empirical Evidence. Journal of Business & Economic Statistics 5:1, pages 131-143.
Read now

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.