Estimation of polynomial distributed lags and leads with end point constraints
نویسندگان
چکیده
منابع مشابه
Estimation of polynomial distributed and leads with end point constraints
This paper wnsiders the use of the polynomial distributed lag (PDL) Cechnique when the lag length is estimated rather than tixed. We focus on the case where the degree of the polynomial is fixed_ the polynomial is mnstrained to be zero at a Certain lag length q. and q is estimated along with the other parameters. We extend the traditional PDL setup by allowing q to he real-valued rather than in...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1992
ISSN: 0304-4076
DOI: 10.1016/0304-4076(92)90082-3