Local resistance in distributed lag models

DOI10.1007/BF02932704MaRDI QIDQ3657291zbMATH OpenFDO

Authors Wolfgang Polasek

Publication date 1982

Published in Statistische Hefte (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02932704

zbMATH Keywords

distributed lag modelsfirst order Taylor approximationgeneralisations of ordinary resistance resultslocal resistancesensitivity of estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• A Distributed Lag Estimator Derived from Smoothness Priors
• A dual approach for matrix-derivatives
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• The commutation matrix: Some properties and applications

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