计量应用济学2012 2013年第.pdfVIP

Examples of Time Series Models • A static model relates contemporaneous variables: y =  +  x + u t 0 1 t t • A finite distributed lag (FDL) model allows one or more variables to affect y with lags: y =  +  x +  x +  x + u t 0 0 t 1 t-1 2 t-2 t • More generally, a finite distributed lag model of order q will lude q lags of x . 2020/11/26 4 Finite Distributed La