Geometric combination lags as flexible infinite distributed lag estimators

DOI10.1016/0165-1889(89)90016-XzbMATH Open0663.62115MaRDI QIDQ1114286FDOQ1114286

Authors: Paul J. Speaker, Douglas W. Mitchell, Gregory M. Gelles 

Publication date: 1989

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

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zbMATH Keywords

approximation theoremestimated weight structuregeometric combination lagnew class of distributed lag estimatorstruncated remainder terms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Rational Distributed Lag Functions
• The Role of Approximate Prior Restrictions in Distributed Lag Estimation
• Title not available (Why is that?)
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• Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension
• A Modification of the Almon Distributed Lag
• An Argument for the Usefulness of the Gamma Distributed Lag Model

Cited In (4)

• Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties
• Modelling changing lag patterns in Dutch construction
• On the econometrics of the geometric lag model
• An algorithm for distributed lag estimation subject to piecewise monotonic coefficients

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