The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Distributed Lags

  • Philip Hans Franses
Reference work entry


This article reviews various aspects of distributed lag models. Specific attention is paid to the interpretation of model parameters.


Almon lags ARMA models Cointegration Distributed lags Error correction models Koyck transformation Maximum likelihood Multicollinearity Nonlinear least squares Ordinary least squares Vector autoregressions 

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© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Philip Hans Franses
    • 1
  1. 1.