A Note on the Estimation of Polynomial Distributed Lags

Ledolter J (1976). A Note on the Estimation of Polynomial Distributed Lags. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-76-014

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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 to be equivalent to a method first described by R.A. Fisher in 1924.

Item Type: Monograph (IIASA Research Memorandum)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:43
Last Modified: 16 Aug 2016 12:04
URI: http://pure.iiasa.ac.at/670

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