Concepedia

Lag Structure Analysis

Lag Structure Analysis is a methodological framework within exploratory time series analysis that identifies and characterizes the temporal dependencies between observations by systematically examining the autocorrelation and partial autocorrelation patterns at varying lag intervals.

407

Publications

27.1K

Citations

996

Authors

512

Institutions

Publications per year

2017–2026

109

Parents

Publications

407

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations

, , +11

Modeling exposure–lag–response associations with distributed lag non‐linear models

Antonio Gasparrini · Statistics in Medicine · 2013 · 823 citations · Full text

, , +16

Local Projections and VARs Estimate the Same Impulse Responses

Mikkel Plagborg‐Møller, Christian K. Wolf · Econometrica · 2021 · 704 citations · Full text

, , +13

The Analysis of Time Series: An Introduction.

Heng Tong, Chris Chatfield · Journal of the Royal Statistical Society Series A (General) · 1981 · 650 citations

, , +11

The effect of weather on respiratory and cardiovascular deaths in 12 U.S. cities.

Alfésio Luı́s Ferreira Braga, Antonella Zanobetti, Joel Schwartz · Environmental Health Perspectives · 2002 · 615 citations · Full text

, , +17

1–5 of 407

Authors

996

  1. AL
    Alfésio Luı́s Ferreira Braga

    Universidade de São Paulo, Brazil

    5 publications · 1.4K citations

    5

    h-index

  2. ZG
    Zvi Griliches

    National Bureau of Economic Research, United States

    4 publications · 721 citations

    4

    h-index

  3. AZ
    Abraham Z. Snyder

    Washington University in St. Louis, United States

    4 publications · 536 citations

    4

    h-index

  4. DS
    D. S. Poskitt

    Australian National University, Australia

    4 publications · 91 citations

    4

    h-index

  5. GS
    G. S. Maddala

    University of Florida, United States

    4 publications · 157 citations

    4

    h-index

1–5 of 996

Institutions

512

  1. East China University of Science and Technology

    Shanghai, China

    8 h-index

    13 publications

    410 citations

  2. Harvard University

    Cambridge, United States

    7 h-index

    9 publications

    2.9K citations

  3. University of Washington

    Seattle, United States

    6 h-index

    13 publications

    1.2K citations

  4. Australian National University

    Canberra, Australia

    5 h-index

    7 publications

    214 citations

  5. Washington University in St. Louis

    St Louis, United States

    5 h-index

    17 publications

    2.1K citations

  6. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    5 publications

    375 citations

  7. University of Southern California

    Los Angeles, United States

    5 h-index

    6 publications

    257 citations

  8. Columbia University

    New York, United States

    5 h-index

    5 publications

    352 citations

1–8 of 512

Venues

  1. 12

    h-index

  2. Econometrica

    10 publications · 1.2K citations

    10

    h-index

  3. SSRN Electronic Journal

    Repository · 11 publications · 338 citations

    10

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 9 publications · 178 citations

    9

    h-index

  5. Applied Economics

    7 publications · 426 citations

    7

    h-index

1–5