Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints
收藏NBER1977-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0179
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资源简介：
This paper derives an estimation procedure which, when the same distributed lag appears twice in an equation to be estimated by least-squares regression, identifies all of the relevant coefficients and lag weights and also constrains the two sets of individual lag weights to be identical. The
提供机构：
美国国家经济研究局
创建时间：
1977-04-01
