From the help desk: Polynomial distributed lag models
| dc.creator | McDowell, Allen | |
| dc.date | 2017-04-01T16:40:19Z | |
| dc.date.accessioned | 2026-07-09T05:47:49Z | |
| dc.description | 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. | |
| dc.identifier | Other:st0065 | |
| dc.identifier | doi:10.22004/ag.econ.116237 | |
| dc.identifier | https://ageconsearch.umn.edu/record/116237/files/sjart_st0065.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/116237 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/568484 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/116237 | |
| dc.title | From the help desk: Polynomial distributed lag models | |
| dc.type | Text |