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Distributed lags : problems of estimation and formulation

Author: Phoebus J Dhrymes
Publisher: Amsterdam ; New York : North-Holland Pub. Co. : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1981.
Series: Advanced textbooks in economics, v. 14.
Edition/Format:   Print book : English : 2d rev. edView all editions and formats
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Additional Physical Format: Online version:
Dhrymes, Phoebus J., 1932-
Distributed lags.
Amsterdam ; New York : North-Holland Pub. Co. : sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1981
(OCoLC)559831542
Document Type: Book
All Authors / Contributors: Phoebus J Dhrymes
ISBN: 0444860134 9780444860132
OCLC Number: 6487729
Description: x, 470 pages ; 23 cm.
Contents: Formulation of the Lag Distribution Problem. The Algebra of Lag Operators. Finite and Infinite Lag Structures: Approximation. Geometric Lag Structure. Finite Lag Structures. The General Rational Lag Structure. Spectral Analysis and Estimation of Distributed Lag Models. Discrimination among Alternative Lag Structures; Miscellaneous Topics. Appendix: Some Monte-Carlo Experiments. Bibliography. Index.
Series Title: Advanced textbooks in economics, v. 14.
Responsibility: Phoebus J. Dhrymes.

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