01755cam a22002417 4500001000600000003000500006005001700011008004100028100002600069245015200095260006600247490004100313500001600354520076200370530006101132538007201193538003601265700002101301710004201322830007601364856003701440856003601477w0179NBER20170223212334.0170223s1977 mau||||fs|||| 000 0 eng d1 aFriedman, Benjamin M.10aIdentifying Identical Distributed Lag Structures by the Use of Prior SumConstraintsh[electronic resource] /cBenjamin M. Friedman, V. Vance Roley. aCambridge, Mass.bNational Bureau of Economic Researchc1977.1 aNBER working paper seriesvno. w0179 aApril 1977.3 aThis 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. aHardcopy version available to institutional subscribers. aSystem requirements: Adobe [Acrobat] Reader required for PDF files. aMode of access: World Wide Web.1 aRoley, V. Vance.2 aNational Bureau of Economic Research. 0aWorking Paper Series (National Bureau of Economic Research)vno. w0179.4 uhttp://www.nber.org/papers/w017941uhttp://dx.doi.org/10.3386/w0179