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Advanced Textbooks in Economics: Distributed Lags : Problems of Estimation and Formulation by Phoebus J. Dhrymes (1981, Hardcover, Revised edition)

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About this product

Product Information

This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.

Product Identifiers

Publisher
Elsevier Science & Technology Books
ISBN-10
0444860134
ISBN-13
9780444860132
eBay Product ID (ePID)
1286102

Product Key Features

Book Title
Distributed Lags : Problems of Estimation and Formulation
Author
Phoebus J. Dhrymes
Format
Hardcover
Language
English
Features
Revised
Topic
Distribution
Publication Year
1981
Genre
Business & Economics
Number of Pages
470 Pages

Additional Product Features

Series Volume Number
Vol. 14
Lc Classification Number
Hb141
Edition Description
Revised Edition
Edition Number
2
Copyright Date
1981
Lccn
80-036823
Dewey Decimal
330/.01/82
Series
Advanced Textbooks in Economics
Dewey Edition
18

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