A model for non-negative and non-positive distributed lag functions

DOI10.1016/0304-4076(81)90108-1zbMath0469.62093OpenAlexW2024266112MaRDI QIDQ1157090

Helmut Lütkepohl

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90108-1

zbMATH Keywords

autocorrelationexponential lag modelsnew class of distributed lag modelsnon-negative lag structuresnon-positive lag structures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Testing for the length of a distributed lag with a differencing transformation

Cites Work

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• The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models
• Harmonic alternatives to the Almon polynomial technique
• On a Family of Lag Distributions
• Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension
• Selection of Regressors
• 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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