Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

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Bibliographic Details

Title: Distributed Lags : Problems of Estimation and Formulation
Publisher: Elsevier Science & Technology Books
Publication Date: 1981
Language: English
ISBN 10: 0444860134
ISBN 13: 9780444860132
Binding: Hardcover
Edition: 2nd Edition
Condition: Good
Weight: 1.73 pounds

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Synopsis

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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