- Autor
- Gadomski Jan (Polish Academy of Sciences, Warszawa)
- Tytuł
- On Some Properties of Composite Distributed Lag Models
- Źródło
- Operations Research and Decisions, 2013, vol. 23, no. 3, s. 5-22, bibliogr. 15 poz.
- Słowa kluczowe
- Modele ekonomiczne
Economic models - Uwagi
- summ.
- Abstrakt
- The analysis presented in this paper is focused on basic properties of discrete distributed lag models. Such models are commonly used to model dynamic systems in various applications. In the presented considerations, time-varying distributed lags have been analyzed. Composite distributed lag models analyzed in this paper result from the summation or superposition of component distributed lag models. The analysis is restricted to models with a lag distribution, whose mean lag and variance exist. The paper presents relationships between the mean values and variances of the lag distributions of composite distributed lag models and of the component distributed lag models, as well as the relationships between the variance of the random term of composite distributed lag models and the variance of the random term of the component distributed lag models. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu - Pełny tekst
- Pokaż
- Bibliografia
-
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- Cytowane przez
- ISSN
- 2081-8858
- Język
- eng
- URI / DOI
- http://dx.doi.org/10.5277/ord130301
