On a family lag distributions

Citation
M. Solow, Robert, On a family lag distributions , Econometrica , 28(2), 1960, pp. 393-406
Journal title
ISSN journal
00129682
Volume
28
Issue
2
Year of publication
1960
Pages
393 - 406
Database
ACNP
SICI code
Abstract
Koyck's method for distributed lags works on the assumption that successive lag coefficients decrease geometrically. The present paper generalizes his approach to a family of J-shaped or unimodal lag distributions given by the Pascal distributions (of which the geometric is a special case). There is an unsystematic discussion of the problem of estimation; and the final section considers the circumstances under which a moving average can be transformed into a finite recursion.