Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
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https://www.nber.org/papers/t0079
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资源简介：
This paper considers the use of the polynomial distributed lag (PDL) technique when the lag length is estimated rather than fixed. We focus on the case where the degree of the polynomial is fixed, the polynomial is constrained to be zero at a certain lag length q, and q is estimated along with the
提供机构：
美国国家经济研究局
创建时间：
1989-10-01
