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 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

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

Personalised recommendations