Marginal likelihood methods for distributed lag models

Author:

Bellhouse D. R.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Almon, Shirley (1965): The distributed lag between capit appropriations and expenditures,Econometrica, 33, 178–9.

2. Box, G. E. P. and Jenkins, G. M. (1970):Time Series Analysis, Holden-Day, San Francisco.

3. Fraser, D. A. S. (1968):The Structure of Inference, Wiley, New York.

4. Fraser, D. A. S. (1972): The determination of likelihood and the transformed regression model,Annals of Mathematical Statistics, 43, 898–916.

5. Kalbfleisch, J. D. and Sprott, D. A. (1970): Application of likelihood methods to models involving large numbers of parameters,Journal of the Royal Statistical Society, Series B, 32, 175–208.

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