Note
College of Business
Member of
Contributors
Publisher
Florida Atlantic University
Date Issued
1983
Description
This thesis presents various formulations of finite distributed
lag models. The objective is to demonstrate how
prior restrictions may be imposed on econometric models in
order to estimate the lag distributions. Four formulations
are thus reviewed, namely, the arithmetic lag model, the
inverted-V lag model, the Almon polynomial, and the cubic
spline lag model. For the latter formulations, the interpolation
methods are reviewed. In addition, four models of
consumption are estimated under the various lag models, for
different lag lengths and orders of polynomials, in order
to demonstrate the properties of each formulation. In the
discussion of the results, certain inferences are made
about the consumption functions.
lag models. The objective is to demonstrate how
prior restrictions may be imposed on econometric models in
order to estimate the lag distributions. Four formulations
are thus reviewed, namely, the arithmetic lag model, the
inverted-V lag model, the Almon polynomial, and the cubic
spline lag model. For the latter formulations, the interpolation
methods are reviewed. In addition, four models of
consumption are estimated under the various lag models, for
different lag lengths and orders of polynomials, in order
to demonstrate the properties of each formulation. In the
discussion of the results, certain inferences are made
about the consumption functions.
Language
Type
Form
Extent
101 p.
Subject (Topical)
Identifier
14171
Additional Information
College of Business
Thesis (M.A.)--Florida Atlantic University, 1983.
FAU Electronic Theses and Dissertations Collection
Date Backup
1983
Date Text
1983
Date Issued (EDTF)
1983
Extension
FAU
FAU
admin_unit="FAU01", ingest_id="ing1508", creator="staff:fcllz", creation_date="2007-07-19 02:12:50", modified_by="staff:fcllz", modification_date="2011-01-06 13:09:06"
IID
FADT14171
Issuance
monographic
Organizations
Attributed name: Florida Atlantic University
Attributed name: College of Business
Attributed name: Department of Economics
Person Preferred Name
KEMMSIES, WALTER HAMILTON.
Graduate College
Physical Description
101 p.
application/pdf
Title Plain
DISTRIBUTED LAG MODELS
Use and Reproduction
Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
http://rightsstatements.org/vocab/InC/1.0/
Origin Information
1983
monographic
Boca Raton, Fla.
Florida Atlantic University
Physical Location
Florida Atlantic University Libraries
Place
Boca Raton, Fla.
Sub Location
Digital Library
Title
DISTRIBUTED LAG MODELS
Other Title Info
DISTRIBUTED LAG MODELS