Rational Distributed Lag Structural Form--A General Econometric Model / Kent D. Wall.

Format:

Book

Author/Creator:

Wall, Kent D.

Contributor:

National Bureau of Economic Research.

Series:

Working Paper Series (National Bureau of Economic Research) no. w0065.

NBER working paper series no. w0065

Language:

English

Subjects (All):

Distributed lags (Economics).

Physical Description:

1 online resource: illustrations (black and white);

Place of Publication:

Cambridge, Mass. National Bureau of Economic Research 1974.

Cambridge, Mass. : National Bureau of Economic Research, 1974.

Summary:

The Rational Distributed Lag Structural Form of an econometric model is introduced, and its relationship to several traditional forms of representation is discussed. The traditional forms are viewed as special cases of the Rational Structural Form. Thus, the latter provides a unified framework for any treatment of the linear, time invariant modeling problem. In particular, a solution of the estimation problem for the Rational Structural Form leads to the solution of the estimation problem for all traditional forms.

Notes:

Print version record

December 1974.