Distributed Lags, Aggregation and Compounding: Some Econometric Implications

DOI10.2307/2297468zbMATH Open0548.90017OpenAlexW2005618895MaRDI QIDQ3340468FDOQ3340468

Pravin K. Trivedi

Publication date: 1985

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297468

zbMATH Keywords

identificationestimationcompound distributionsaggregation of discrete distributed lags

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Cited In (4)

• Aggregation of linear dynamic microeconomic models
• On the dynamic shape of aggregated error correction models
• On Some Properties of Composite Distributed Lag Models
• Challenges for Panel Financial Analysis

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