On the asymptotic properties of some two-step procedures for estimating distributed lag models
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On the asymptotic properties of some two-step procedures for estimating distributed lag models
(Cowles Foundation paper / Cowles Foundation for Research in Economics at Yale University, no. 373)
Cowles Foundation for Research in Economics at Yale University, 1973
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Reprint of article originally appearing in: International Economic Review, vol. 13, no. 3, October, 1972
Bibliography: p. 744