Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs

DOI10.2307/2297690zbMath0547.62076OpenAlexW3123033223MaRDI QIDQ3339148

Ariel Pakes, Zvi Griliches

Publication date: 1984

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

Full work available at URL: http://www.nber.org/papers/w0933.pdf

zbMATH Keywords

identificationtime seriespanel datacapital stocksrates of returndistributed lag modelconstraints on the stochastic process

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)

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