On a Family of Lag Distributions
From MaRDI portal
Publication:3276971
DOI10.2307/1907729zbMATH Open0097.34701OpenAlexW2064796417MaRDI QIDQ3276971FDOQ3276971
Publication date: 1960
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1907729
Cited In (10)
- Transmission of macroeconomic shocks to risk parameters: their uses in stress testing
- A linearly distributed lag estimator with \(r\)-convex coefficients
- Non-stationary parameter estimation for small sample situations: A comparison of methods
- Transfer functions in dynamic generalized linear models
- Adaptive identification of systems with distributed lags
- The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models
- A model for non-negative and non-positive distributed lag functions
- Transfer of macroeconomic shocks in stress tests modeling
- Application of a dynamic market inverse elasticity law with linear and log-linear demand models
- A note on the Bayesian estimation of Solow's distributed lag model
This page was built for publication: On a Family of Lag Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3276971)