A Note on Gamma Distributed Lags
This paper talks about the Solow (10) generalized Koyck's method for distributed lags to a family of J-shaped or unimodel lag distributions given by the Pascal distributions. Jorgenson (5) advances it to what he calls the general Pascal distribution.
|Date of creation:||Oct 1969|
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- Dhrymes, Phoebus J & Klein, Lawrence R & Steiglitz, Kenneth, 1970. "Estimation of Distributed Lags," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(2), pages 235-50, June.
- Lawrence R. Klein, 1957. "The Estimation of Distributed Lags," Cowles Foundation Discussion Papers 34, Cowles Foundation for Research in Economics, Yale University.
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