Concepedia

Lag Specification

Lag Specification is a methodological framework in econometric and time series modeling that determines the optimal number and arrangement of lagged values of variables to accurately capture temporal dependencies and dynamic relationships within the data.

476

Publications

34.6K

Citations

982

Authors

509

Institutions

Publications per year

2017–2026

168

Parents

Publications

476

Some properties of time series data and their use in econometric model specification

Clive W. J. Granger · Journal of Econometrics · 1981 · 2.4K citations

, , +14

Distributed Lag Linear and Non-Linear Models in<i>R</i>: The Package<b>dlnm</b>

Antonio Gasparrini · Journal of Statistical Software · 2011 · 1.4K citations · Full text

, , +14

Distributed Lag Linear and Non-Linear Models in R: The Package dlnm.

Antonio Gasparrini · PubMed · 2011 · 1.1K citations · Full text

, , +16

Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables

Luke Keele, Nathan J. Kelly · Political Analysis · 2005 · 934 citations

, , +17

Modeling Dynamics in Time-Series–Cross-Section Political Economy Data

Nathaniel Beck, Jonathan N. Katz · Annual Review of Political Science · 2011 · 830 citations

, , +17

1–5 of 476

Authors

982

  1. MM
    Massimiliano Marcellino

    Bocconi University, Italy

    6 publications · 733 citations

    6

    h-index

  2. MN
    Marc Nerlove

    University of Pennsylvania, United States

    5 publications · 641 citations

    5

    h-index

  3. LC
    Liton Chandra Voumik

    Noakhali Science and Technology University, Bangladesh

    4 publications · 189 citations

    4

    h-index

  4. MM
    Muntasir Murshed

    North South University, Bangladesh

    4 publications · 249 citations

    4

    h-index

  5. MB
    Melike Bildirici

    Yıldız Technical University, Türkiye

    4 publications · 124 citations

    4

    h-index

1–5 of 982

Institutions

509

  1. Centre for Economic Policy Research

    London, United Kingdom

    7 h-index

    7 publications

    743 citations

  2. Bocconi University

    Milan, Italy

    6 h-index

    7 publications

    773 citations

  3. Harvard University

    Cambridge, United States

    6 h-index

    6 publications

    1.1K citations

  4. University of Pretoria

    Pretoria, South Africa

    6 h-index

    9 publications

    447 citations

  5. University of California San Diego

    San Diego, United States

    6 h-index

    8 publications

    2.9K citations

  6. University of Minnesota

    Minneapolis, United States

    6 h-index

    10 publications

    1.2K citations

  7. Griffith University

    Brisbane, Australia

    5 h-index

    8 publications

    319 citations

  8. International Islamic University, Islamabad

    Islamabad, Pakistan

    4 h-index

    6 publications

    428 citations

1–8 of 509

Venues

  1. Environmental Science and Pollution Research

    ESPR · 15 publications · 648 citations

    14

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 17 publications · 511 citations

    13

    h-index

  3. Journal of the American Statistical Association

    12 publications · 817 citations

    12

    h-index

  4. Econometrica

    14 publications · 2.3K citations

    11

    h-index

  5. Applied Economics

    9 publications · 455 citations

    9

    h-index

1–5