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. 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:	27 Aug 2021 17:09
URI:	https://pure.iiasa.ac.at/1008

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