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A note on the estimation of polynomial distributed lags
Journal article   Peer reviewed

A note on the estimation of polynomial distributed lags

Johannes Ledolter
Behavioral Science, Vol.24(3), pp.221-222
1979
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. Copyright © 1979 John Wiley & Sons, Ltd.
Mathematical Models estimation of distributed lags Fisher's model polynomial distributed lags tree ring growth

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