- Author
- Nowak Piotr (Polish Academy of Sciences), Gadomski Jan (Polish Academy of Sciences, Warszawa)
- Title
- Deterministic Properties of Serially Connected Distributed Lag Models
- Source
- Operations Research and Decisions, 2013, vol. 23, no. 3, s. 43-55, rys., bibliogr. 11 poz.
- Keyword
- Modele ekonomiczne
Economic models - Note
- summ.
- Abstract
- Distributed lag models are an important tool in modeling dynamic systems in economics. In the analysis of composite forms of such models, the component models are ordered in parallel (with the same independent variable) and/or in series (where the independent variable is also the dependent variable in the preceding model). This paper presents an analysis of certain deterministic properties of composite distributed lag models composed of component distributed lag models arranged in sequence, and their asymptotic properties in particular. The models considered are in discrete form. Even though the paper focuses on deterministic properties of distributed lag models, the derivations are based on analytical tools commonly used in probability theory such as probability distributions and the central limit theorem. (original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
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- Cited by
- ISSN
- 2081-8858
- Language
- eng
- URI / DOI
- http://dx.doi.org/10.5277/ord130304
