Friedman, Benjamin M. <br/><br/>
Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints / 
Benjamin M. Friedman, V. Vance Roley. 
 - Cambridge, Mass.  National Bureau of Economic Research  1977. 
 - 1 online resource:  illustrations (black and white); 
 - NBER working paper series  no. w0179 .
 - Working Paper Series (National Bureau of Economic Research)  no. w0179. .
<br/><br/> April 1977. 
<br/><br/> This paper derives an estimation procedure which, when the same distributed lag appears twice in an equation to be estimated by least-squares regression, identifies all of the relevant coefficients and lag weights and also constrains the two sets of individual lag weights to be identical. The procedure for solving this identification-constraint problem involves prior imposition of a restriction on the lag weight sum -- i.e., it is necessary to impose the sum restriction before estimating the equation. A further useful feature of the derived procedure is that it facilitates conveniently imposing the sum restriction on all of the weights in a distributed lag even if the leading weight is independent of a polynomial restriction imposed on the others. 
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