From the help desk: Polynomial distributed lag models
No hay miniatura disponible
Fecha
Autores
Título de la revista
ISSN de la revista
Título del volumen
Editor
Resumen
Descripción
Polynomial distributed lag models (PDLs) are finite-order distributed lag models with the impulse–response function constrained to lie on a polynomial of known degree. You can estimate the parameters of a PDL directly via constrained ordinary least squares, or you can derive a reduced form of the model via a linear transformation of the structural model, estimate the reduced-form parameters, and recover estimates of the structural parameters via an inverse linear transformation of the reduced-form parameter estimates. This article demonstrates both methods using Stata.