A model for non-negative and non-positive distributed lag functions

DOI10.1016/0304-4076(81)90108-1MaRDI QIDQ1157090zbMATH OpenOpenAlexFDO

Authors Helmut Lütkepohl

Publication date 1981

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(81)90108-1

zbMATH Keywords

autocorrelationexponential lag modelsnew class of distributed lag modelsnon-negative lag structuresnon-positive lag structures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• A Modification of the Almon Distributed Lag
• An Argument for the Usefulness of the Gamma Distributed Lag Model
• Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension
• Harmonic alternatives to the Almon polynomial technique
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 3456410 (Why is no real title available?)
• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• On a Family of Lag Distributions
• Rational Distributed Lag Functions
• Selection of Regressors
• The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models
• The Role of Approximate Prior Restrictions in Distributed Lag Estimation

Cited in

(2)

• Bayesian variable selection in distributed lag models: a focus on binary quantile and count data regressions
• Testing for the length of a distributed lag with a differencing transformation

This page was built for publication: A model for non-negative and non-positive distributed lag functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1157090)