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Empirical Economics

, Volume 1, Issue 1, pp 41–51 | Cite as

The estimation of distributed lags by spline functions

  • C. Corradi
  • G. Gambetta
Article

Keywords

Economic Theory Spline Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Almon, S.: The distributed lag between capital appropriations and expenditures. Econometrics 33, 178–196, 1965.Google Scholar
  2. Cline, A.K.: Scalar- and planar-valued curve fitting using splines under tension. Comm. ACM. 17, 218–220, 1974.Google Scholar
  3. Corradi, C., andG. Gambetta: A numerical method for estimating distributed lag models. Proc. IFIP Congress 74, p. 638. Amsterdam 1974.Google Scholar
  4. De Boor, C., andJ.R. Rice: Least square cubic spline approximation II: variable knots. Rept. CSD TR21, Computer Science Dept. Purdue University, 1968.Google Scholar
  5. Dhrymes, P.J.: Distributed lags: problems of estimation and formulation. S. Franciso 1971.Google Scholar
  6. Greville, T.N.E.: Introduction to spline functions, p. 1. (Theory and applications of spline functions, T.N.E. Greville Ed.) New York-London 1969.Google Scholar
  7. Harrison, D., andJ.B. Ramsey: The Almon distributed lag model: a comment on invariance. Workshop paper no. 7008, Michigan State University, 1971.Google Scholar
  8. Schmidt, P., andR.N. Waud: The Almon lag technique and the monetary versus fiscal policy debate. JASA. 68, 11–19, 1973.Google Scholar
  9. Shiller, R.J.: A distributed lag estimator derived from smoothness priors. Econometrica. 41, 775–788, 1973.Google Scholar

Copyright information

© Physica-Verlag 1976

Authors and Affiliations

  • C. Corradi
    • 1
    • 2
  • G. Gambetta
    • 3
  1. 1.Comitato Nazionale per l'Energia NucleareDivisione Gestione Sistema InformativoBolognaItaly
  2. 2.Istituto di Scienze EconomicheUniversità di BolognaItaly
  3. 3.Istituto di Scienze EconomicheUniversità di BolognaItaly

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