Seasonal Variability in a Distributed Lag Model

DOI10.2307/2297161MaRDI QIDQ3311551zbMATH OpenOpenAlexFDO

Authors Pravin K. Trivedi, B. M. S. Lee

Publication date 1981

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

Full work available at URL https://doi.org/10.2307/2297161

zbMATH Keywords

distributed lag modelestimation of lag coefficientsprior distributionsseasonal variation

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cited in

(2)

• Vector distributed lag models with smoothness priors
• Periodic linear-quadratic methods for modeling seasonality

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