The Liviatan estimator of the geometric distributed lag parameter is a ratio of two ordinary least squares estimators. The standard result on the distribution of the ratio of two normal variates is then used, and the problems of setting confidence limits are briefly illustrated.
MLA
Scadding, John L.. “The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter.” Econometrica, vol. 41, .no 3, Econometric Society, 1973, pp. 503-508, https://www.jstor.org/stable/1913372
Chicago
Scadding, John L.. “The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter.” Econometrica, 41, .no 3, (Econometric Society: 1973), 503-508. https://www.jstor.org/stable/1913372
APA
Scadding, J. L. (1973). The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter. Econometrica, 41(3), 503-508. https://www.jstor.org/stable/1913372
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