Some Problems in the Use of Almon's Technique in the Estimation of Distributed Lags

Thomas, Jim
(1975) , 59 pages

Files

WP-7508.pdf
  • Open Access
  • Adobe PDF
  • 1.15 MB

Details

Authors
  • Thomas, JimLondon School of Economics
    Author
Abstract
(en) Any attempt to investigate the dynamic features of economic behaviour empirically involves the estimation of lag structures, in order to determine the magnitude and the timing of the contribution of past values of the explanatory variables to an explanation of current behaviour of the dependent variable.
Affiliations

Citations

Thomas, J. (1975). Some Problems in the Use of Almon’s Technique in the Estimation of Distributed Lags (Working Papers Institut des sciences économiques 7508). https://hdl.handle.net/2078.5/275863