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Econometrics 1

Econometrics 1. Lecture 21 Polynomial Distributed (Dynamic) Models. Nature of Dynamic Lag Models. Distributed Lag Model:Koyck Procedure. Koyck Trasformation Procedure. Choice of Length of Lag in Koyck Model. Problems with Koyck Model. Almon’s polynomial lag model.

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Econometrics 1

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  1. Econometrics 1 Lecture 21 Polynomial Distributed (Dynamic) Models

  2. Nature of Dynamic Lag Models

  3. Distributed Lag Model:Koyck Procedure

  4. Koyck Trasformation Procedure

  5. Choice of Length of Lag in Koyck Model

  6. Problems with Koyck Model

  7. Almon’s polynomial lag model

  8. Advantages of Almon model over Koyck

  9. Autoreggressive Distributed Lag Model

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