RCIN and OZwRCIN projects

Object

Title: On Some Properties of the Complex Distributed Lag Models

Creator:

Gadomski, Jan (ekonometria)

Date issued/created:

2012

Resource type:

Tekst

Subtitle:

Raport Badawczy = Research Report ; RB/27/2012

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

16 stron ; 21 cm ; Bibliografia s. 15-16

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

Detailed Resource Type:

Raport

Resource Identifier:

oai:rcin.org.pl:101535

Source:

RB-2012-27

Language:

eng

Language of abstract:

eng

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

Projects co-financed by:

Program Operacyjny Polska Cyfrowa, lata 2014-2020, Działanie 2.3 : Cyfrowa dostępność i użyteczność sektora publicznego; środki z Europejskiego Funduszu Rozwoju Regionalnego oraz współfinansowania krajowego z budżetu państwa

Access:

Otwarty

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Jan 10, 2020

Number of object content downloads / hits:

18

All available object's versions:

https://www.rcin.org.pl/publication/114430

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