Lag Structure Modeling

Lag Structure Modeling is a methodological framework in time series analysis that specifies the temporal dependencies between past and present values of variables by systematically determining the number, position, and functional form of lagged terms to optimize forecasting accuracy.

144

Publications

9.8K

Citations

331

Authors

206

Institutions

Publications per year

2017–2026

28

Authors

331

  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. JM
    Jacques Mairesse

    Centre de Recherche en Économie et Statistique, France

    3 publications · 581 citations

    3

    h-index

  4. AZ
    Antonella Zanobetti

    Harvard University, United States

    3 publications · 1.3K citations

    3

    h-index

  5. FP
    Fulvio Pegoraro

    Centre de Recherche en Économie et Statistique, France

    2 publications · 46 citations

    2

    h-index

1–5 of 331

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 347 citations

    9

    h-index

  2. Applied Economics

    6 publications · 411 citations

    6

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 3 publications · 38 citations

    4

    h-index

  4. 3

    h-index

  5. Journal of Econometrics

    3 publications · 592 citations

    3

    h-index

1–5