Distributed Lags: Problems of Estimation and Formulation

Abstract

Formulation of the Lag Distribution Problem. The Algebra of Lag Operators. Finite and Infinite Lag Structures: Approximation. Geometric Lag Structure. Finite Lag Structures. The General Rational Lag Structure. Spectral Analysis and Estimation of Distributed Lag Models. Discrimination among Alternative Lag Structures Miscellaneous Topics. Appendix: Some Monte-Carlo Experiments. Bibliography. Index.