Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension

DOI10.2307/2287471MaRDI QIDQ3918983zbMATH OpenOpenAlexFDO

Authors Helmut Lütkepohl

Publication date 1980

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2287471

zbMATH Keywords

approximation of arbitrary distributed lag structuresmodified polynomial lags

Mathematics Subject Classification ID

Absolute and strong summability (40F05) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Cited in

(3)

• Geometric combination lags as flexible infinite distributed lag estimators
• A model for non-negative and non-positive distributed lag functions
• An approximation theorem for the polynomial inverse lag

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