Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension

DOI10.2307/2287471zbMath0466.62110OpenAlexW4236036472MaRDI QIDQ3918983

Helmut Lütkepohl

Publication date: 1980

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287471

zbMATH Keywords

approximation of arbitrary distributed lag structuresmodified polynomial lags

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Absolute and strong summability (40F05)

Related Items (3)

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

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