Geometric combination lags as flexible infinite distributed lag estimators

DOI10.1016/0165-1889(89)90016-XzbMath0663.62115MaRDI QIDQ1114286

Gregory M. Gelles, Douglas W. Mitchell, Paul J. Speaker

Publication date: 1989

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

approximation theoremestimated weight structuregeometric combination lagnew class of distributed lag estimatorstruncated remainder terms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Modelling changing lag patterns in Dutch construction

Cites Work

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• Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension
• A Modification of the Almon Distributed Lag
• An Argument for the Usefulness of the Gamma Distributed Lag Model
• Rational Distributed Lag Functions
• The Role of Approximate Prior Restrictions in Distributed Lag Estimation

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