NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Alternative Prior Representations of Smoothness for Distributed Lag Estimation

Robert J. Shiller

NBER Working Paper No. 89
Issued in June 1975

---- Acknowledgements -----

The author is indebted to Stanley Wasserman who wrote the TROLL Macro which implements the estimator developed here and which produced the illustrative example in this paper. This paper also benefited from discussions with Richard Hill, Edward Leaner and Forrest Nelson.

return to bibliography page

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us