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A Note on Distributed Lags, Prediction, and Signal Extraction

Grether, David M. (1976) A Note on Distributed Lags, Prediction, and Signal Extraction. Social Science Working Paper, 123. California Institute of Technology , Pasadena, CA. (Unpublished)

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Item Type:Report or Paper (Working Paper)
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URLURL TypeDescription ItemPublished Article
Additional Information:Published as Grether, David M. "A Note on Distributed Lags, Prediction, and Signal Extraction." Econometrica: Journal of the Econometric Society (1977): 1729-1734.
Group:Social Science Working Papers
Subject Keywords:Time series forecasting, Polynomials, Objective functions, Forecasting models, Least squares, Degrees of polynomials, Forecasting techniques, Period costs, Economic expectations, Inventories
Series Name:Social Science Working Paper
Issue or Number:123
Record Number:CaltechAUTHORS:20171027-143719274
Persistent URL:
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:82748
Deposited By: Jacquelyn Bussone
Deposited On:30 Oct 2017 21:42
Last Modified:03 Oct 2019 18:58

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