Posts Tagged ‘ Distributed lags ’

When Everything Old is New Again

May 19, 2017
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When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came ...

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Vintage Years in Econometrics – The 1970′s

January 14, 2017
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Vintage Years in Econometrics – The 1970′s

Continuing on from my earlier posts about vintage years for econometrics in the 1930's, 1940's, 1950's, 1960's, here's my tasting guide for the 1970's.Once again, let me note that "in econometrics, what constitutes quality and importance is partly a ma...

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Trading Models and Distributed Lags

January 9, 2017
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Trading Models and Distributed Lags

Yesterday, I received an email from Robert Hillman.Robert wrote:"I’ve thoroughly enjoyed your recent posts and associated links on distributed lags. I’d like to throw in a slightly different perspective. To give you some brief background on my...

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Explaining the Almon Distributed Lag Model

January 6, 2017
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Explaining the Almon Distributed Lag Model

In an earlier post I discussed Shirley Almon's contribution to the estimation of Distributed Lag (DL) models, with her seminal paper in 1965.That post drew quite a number of email requests for more information about the Almon estimator, and how it fits...

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More on the History of Distributed Lag Models

December 28, 2016
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More on the History of Distributed Lag Models

In a follow-up to my recent post about Irving Fisher's contribution to the development of distributed lag models,  Mike Belongia emailed me again with some very interesting material. He commented:"While working with Peter Ireland to crea...

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Irving Fisher & Distributed Lags

December 26, 2016
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Irving Fisher & Distributed Lags

Some time back, Mike Belongia (U. Mississippi) emailed me as follows: "I enjoyed your post on Shirley Almon;  her name was very familiar to those of us of a certain age.With regard to your planned follow-up post, I thought you might enjoy the...

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Who was Shirley Almon?

March 26, 2016
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Who was Shirley Almon?

How often have you said to yourself, "I wonder what happened to Jane X"? (Substitute any person's name you wish.)Personally, I've noticed a positive correlation between my age and the frequency of occurrence of this event, but we all know that correlat...

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August reading

August 5, 2015
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August reading

Here's my (slightly delayed) August reading list:Ahelegbey, A. F., 2015. The econometrics of networks: A review. Working Paper  2015/13, Department of Economics, University of Venice.Clemens, M. A., 2015. The meaning of failed replications: A revi...

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Vintage Years in Econometrics – The 1960′s

February 7, 2014
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Vintage Years in Econometrics – The 1960′s

Remember that saying - "if you can remember the 60's you probably weren't there"? Well, with that said, and continuing from my earlier posts about vintage years for econometrics in the 1930's, 1940's, and 1950's, here's my take on t...

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