@techreport{NBERw0179,
title = "Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints",
author = "Benjamin M. Friedman and V. Vance Roley",
institution = "National Bureau of Economic Research",
type = "Working Paper",
series = "Working Paper Series",
number = "179",
year = "1977",
month = "April",
doi = {10.3386/w0179},
URL = "http://www.nber.org/papers/w0179",
abstract = {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.},
}