A note on the estimation of polynomial distributed lags

Ledolter J (1979). A note on the estimation of polynomial distributed lags. Systems Research 24 (3): 221-222. DOI:10.1002/bs.3830240308.

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Abstract

Methods of estimation of polynomial distributed lags in econometrics and procedures relating tree ring growth data to climatic and hydrologic data are shown equivalent to a method first described by Fisher. Estimators for polynomial distributed lags are described and their relationships to Fisher's model are discussed.

Item Type: Article
Uncontrolled Keywords: Polynomial distributed lags; Estimation of distributed lags; Fisher's model; Mathematical models; Tree ring growth
Research Programs: System and Decision Sciences - Core (SDS)
Bibliographic Reference: Systems Research; 24(3):221-222 (Published online 9 January 2007)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:45
Last Modified: 25 Feb 2016 09:08
URI: http://pure.iiasa.ac.at/1008

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