Metadata language
On Some Properties of the Complex Distributed Lag Models
Subtitle:Raport Badawczy = Research Report ; RB/27/2012
Creator:Gadomski, Jan (ekonometria)
Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:16 stron ; 21 cm ; Bibliografia s. 15-16
Subject and Keywords:Model matematyczny ; Ekonomia - modele matematyczne ; Model rozłożonego opóźnienia ; Economic lag - mathematical models ; Econometric modeling ; Ekonomia
Abstract:Analyzis presented in the paper is focused on the basic properties of the discrete distributed lag models. Such models are commonly used in modeling dynamic systems in different applications. In the presented considerations the time-varying distributed lags are analyzed. Complex distributed lag models analyzed in this paper are those, which are a result of summing or superposition of component distributed lag models. Analysis is restricted to models having lag distribution and mean value of those lag distributions. Paper presents relations between the mean values and variances of the lag distributions of the complex distributed lag models and of the component distributed lag models. Paper presents also relations between variance of the random term of the complex distributed lag models and the variance of random variable of the component distributed lag models.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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