ECONOMICS 4551

Section 4. Distributed Lag Models

SHAZAM Guide new

SHAZAM programs for Textbook Examples

  • Example 10.1
  • Example 10.2
  • Example 10.4
  • Section 10.5 Application: A Dynamic Model of Consumption Expenditures in the United Kingdom
  • Section 10.6 Application: Hourly Electricity Load Model Revisited
  • Example 10.5
  • Example 10.6
  • Section 10.9 Application: An Error Correction Model of U.S. Defense Expenditures
  • Example 10.7
  • Example 10.8
  • Example 10.9
  • Sample Estimation Programs

  • Testing for the length of a distributed lag
  • Estimating an Almon polynomial distributed lag
  • Testing for autocorrelation in a lagged-dependent-variable model   
  • Investment/Cash Flow Model Dataset
  • Random Walk Simulation
  • Homework Assignments


    [Up] [Home] [Economics] [Memorial]

    Updated March 7, 2008
    noelroy AT mun.ca