Rational Distributed Lag Functions
From MaRDI portal
Publication:5518999
DOI10.2307/1909858zbMath0143.21904OpenAlexW2012684567MaRDI QIDQ5518999
Publication date: 1966
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909858
Related Items (16)
Optimal estimation control strategies for dynamic economic models with applications to environmental modelling ⋮ Geometric combination lags as flexible infinite distributed lag estimators ⋮ An approximation theorem for the polynomial inverse lag ⋮ A model for non-negative and non-positive distributed lag functions ⋮ A linearly distributed lag estimator with \(r\)-convex coefficients ⋮ Modelling changing lag patterns in Dutch construction ⋮ Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods ⋮ Forecasting in dynamic models with stochastic regressors ⋮ Ridge estimation of transfer function weights ⋮ The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models ⋮ On identification of transfer function models by biased regression methods ⋮ MIDAS Regressions: Further Results and New Directions ⋮ Modeling and forecasting discrete univariate time series with applications ⋮ Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model ⋮ Efficient estimation of models with composite disturbance terms ⋮ Time series analysis and simultaneous equation econometric models
This page was built for publication: Rational Distributed Lag Functions