This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model ...
Read More
This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.
Read Less
Add this copy of Distributed Lags: Problems of Estimation and to cart. $26.62, good condition, Sold by BookDepart rated 4.0 out of 5 stars, ships from Shepherdstown, WV, UNITED STATES, published 1981 by Holden-Day.
Add this copy of Distributed Lags: Problems of Estimation and to cart. $106.92, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1981 by Elsevier Science Ltd.
Add this copy of Distributed Lags: Problems of Estimation and to cart. $49.70, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1972 by Oliver & B.
Add this copy of Distributed Lags: Problems of Estimation and to cart. $45.00, very good condition, Sold by Grey Matter Books rated 4.0 out of 5 stars, ships from Hadley, MA, UNITED STATES, published 1971 by Holden-Day, Inc.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very Good in Very Good jacket. Text is unmarked; pages are bright, though the page edges are a little age toned. Previous owner's signature in pen inside the front cover. Binding is sturdy. Dust jacket shows just a little light wear around the edges. 414pp.
Add this copy of Distributed Lags: Problems of Estimation and to cart. $45.50, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1971 by Holden-Day, Inc.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Distributed Lags: Problems of Estimation and to cart. $88.32, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1971 by Holden-Day, Inc.
