FIML Estimation of Rational Distributed Lag Structural Form Models
收藏NBER1975-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0077
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资源简介：
The Rational Distributed Lag Structural Form (RSF) representation of an econometric model is introduced and its relationship to several standard forms of representation is discussed. The FIML estimation problem for the RSF is then considered and formulated as a nonlinear, unconstrained optimization
提供机构：
美国国家经济研究局
创建时间：
1975-03-01
