In the 1920s, he introduced the technique later called distributed lags.
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Another commonly used functional form is distributed lag or autoregressive distributed lag.
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Another commonly used functional form is distributed lag or autoregressive distributed lag.
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Griliches also published important works of econometrics, including distributed lags ( time series ) and aggregation.
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The most important structured finite distributed lag model is the "'Almon lag model " '.
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Other infinite distributed lag models have been proposed to allow the data to determine the shape of the lag structure.
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Among Muth s insights was that the stochastic process being forecast should dictate both the distributed lag and the conditioning variables that people use to forecast the future.
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The most common type of structured infinite distributed lag model is the "'geometric lag "', also known as the "'Koyck lag " '.
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In the first equation, the dependent variable is assumed to be affected by values of the independent variable arbitrarily far in the past, so the number of lag weights is infinite and the model is called an " infinite distributed lag model ".
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The simplest way to estimate parameters associated with distributed lags is by ordinary least squares, assuming a fixed maximum lag p, assuming independent and identically distributed errors, and imposing no structure on the relationship of the coefficients of the lagged explanators with each other.
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