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The Mega Distributed Lag Model

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  • Mario Arturo Ruiz Estrada
  • Evangelos Koutronas
  • Ross Knippenberg

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  • Mario Arturo Ruiz Estrada & Evangelos Koutronas & Ross Knippenberg, 2016. "The Mega Distributed Lag Model," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(2), June.
    • Handle: RePEc:wyz:journl:id:438
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    References listed on IDEAS

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    1. Milton Friedman, 1957. "Introduction to "A Theory of the Consumption Function"," NBER Chapters, in: A Theory of the Consumption Function, pages 1-6, National Bureau of Economic Research, Inc.
    2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    3. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    4. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 59-74, March.
    5. Thomas, J J, 1977. "Some Problems in the Use of Almon's Technique in the Estimation of Distributed Lags," Empirical Economics, Springer, vol. 2(3), pages 175-193.
    6. Wahba, Grace, 1969. "Estimation of the Coefficients in a Multidimensional Distributed Lag Model," Econometrica, Econometric Society, vol. 37(3), pages 398-407, July.
    7. Marquez, Jaime & McNeilly, Caryl, 1988. "Income and Price Elasticities for Exports of Developing Countries," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 306-314, May.
    8. Mitchell, Douglas W. & Speaker, Paul J., 1986. "A simple, flexible distributed lag technique : The polynomial inverse lag," Journal of Econometrics, Elsevier, vol. 31(3), pages 329-340, April.
    9. Hongyi Li & G. S. Maddala, 1999. "Bootstrap Variance Estimation Of Nonlinear Functions Of Parameters: An Application To Long-Run Elasticities Of Energy Demand," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 728-733, November.
    10. Treadway, Arthur B, 1971. "The Rational Multivariate Flexible Accelerator," Econometrica, Econometric Society, vol. 39(5), pages 845-855, September.
    11. Marc Nerlove, 1958. "Adaptive Expectations and Cobweb Phenomena," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 72(2), pages 227-240.
    12. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1.
    13. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
    14. Harper, Charles P, 1977. "Testing for the Existence of a Lagged Relationship within Almon's Method," The Review of Economics and Statistics, MIT Press, vol. 59(2), pages 204-210, May.
    15. Askari, Hossein & Cummings, John Thomas, 1977. "Estimating Agricultural Supply Response with the Nerlove Model: A Survey," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 257-292, June.
    16. Ruiz Estrada, Mario Arturo, 2011. "Policy modeling: Definition, classification and evaluation," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 523-536, July.
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