David M. Grether

CFDPs

CFDP 301 David M. Grether, G. S. Maddala, "On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models," (October 1970) [22pp, Abstract] (See: 373)
CFDP 279 David M. Grether, "Distributed Lags, Prediction, and Signal Extraction," (September 1969) [37pp, Abstract]
CFDP 261 David M. Grether, Marc Nerlove, "Some Properties of “Optimal” Seasonal Adjustment," (December 1968) [64pp, Abstract] (See: 339)
CFDP 202 David M. Grether, "Application of Signal Extraction Techniques in the Study of Economic Time Series," (February 1966) [56pp, Abstract]

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CFPs

CFP 373 David M. Grether, G. S. Maddala, "On the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag Models," International Economic Review, (October 1972), 13(3): 737-744 (See CFDP 301)
CFP 339 David M. Grether, Marc Nerlove, "Some Properties of ‘Optimal’ Seasonal Adjustment," Econometrica, (September 1970), 38(5): 682-703 (See CFDP 261)
CFP 246 D. Couts, David M. Grether, Marc Nerlove, "Forecasting Non-Stationary Economic Time Series," Management Science, (September 1966), 13(1): 1-21