Date of Award
1983
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Stronge, William B.
Abstract
This thesis presents various formulations of finite distributed lag models. The objective is to demonstrate how prior restrictions may be imposed on econometric models in order to estimate the lag distributions. Four formulations are thus reviewed, namely, the arithmetic lag model, the inverted-V lag model, the Almon polynomial, and the cubic spline lag model. For the latter formulations, the interpolation methods are reviewed. In addition, four models of consumption are estimated under the various lag models, for different lag lengths and orders of polynomials, in order to demonstrate the properties of each formulation. In the discussion of the results, certain inferences are made about the consumption functions.
Extent
101 p.
Recommended Citation
KEMMSIES, WALTER HAMILTON, "DISTRIBUTED LAG MODELS" (1983). Electronic Theses and Dissertations 1980 - 1989. 231.
https://digitalcommons.fau.edu/etd_general_3/231
Identifier
FADT14171
Comments
College of Business|Thesis (M.A.)--Florida Atlantic University, 1983.|FAU Electronic Theses and Dissertations Collection|College of Business