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Have geometric lag hypotheses outlived their time? some evidence in a Monte Carlo framework

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  • John F. Wilson

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  • John F. Wilson, 1976. "Have geometric lag hypotheses outlived their time? some evidence in a Monte Carlo framework," International Finance Discussion Papers 82, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgif:82
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    File URL: http://www.federalreserve.gov/pubs/ifdp/1976/82/ifdp82.pdf
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    References listed on IDEAS

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    1. G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc.
    2. Taylor, William E, 1974. "Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(3), pages 803-804, October.
    3. Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc.
    4. Gregory, R G, 1971. "United States Imports and Internal Pressure of Demand: 1948-68," American Economic Review, American Economic Association, vol. 61(1), pages 28-47, March.
    5. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
    6. William H. Branson, 1968. "A disaggregated model of the U.S. balance of trade," Staff Studies 44, Board of Governors of the Federal Reserve System (U.S.).
    7. Corradi, C & Gambetta, G, 1976. "The Estimation of Distributed Lags by Spline Functions," Empirical Economics, Springer, vol. 1(1), pages 41-51.
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    Cited by:

    1. Howard Howe, 1976. "Price determination in the multi-country model," International Finance Discussion Papers 98, Board of Governors of the Federal Reserve System (U.S.).

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