Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)

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9780444860132: Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)
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This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.

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Other Popular Editions of the Same Title

9780816222858: Distributed Lags: Problems of Estimation and Formulation (Mathematical Economics Texts - Vol 8)

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ISBN 10:  0816222851 ISBN 13:  9780816222858
Publisher: Holden-Day, 1971
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9780050024652: Distributed Lags: Problems of Estimation and Formulation (Mathematical Economic Texts)

Oliver..., 1972
Hardcover

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