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DISTRIBUTED LAG MODELS

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Date Issued:
1983
Summary:
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.
Title: DISTRIBUTED LAG MODELS.
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Name(s): KEMMSIES, WALTER HAMILTON.
Florida Atlantic University, Degree grantor
Stronge, William B., Thesis advisor
College of Business
Department of Economics
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1983
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 101 p.
Language(s): English
Summary: 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.
Identifier: 14171 (digitool), FADT14171 (IID), fau:10983 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Business
Thesis (M.A.)--Florida Atlantic University, 1983.
Subject(s): Distributed lags (Economics)
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14171
Sublocation: Digital Library
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.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Owner Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.