If you use these materials, please include the following citation.
SaraMitchell, , 2012, "Distributed Lag Assignment", http://opossem.org/content/distributed-lag-assignment
Type of Material:
Problem Set
Creative Commons License:
CC BY-NC-SA 3.0
Level:
grad
This assignment involves fitting a distributed lag model for two time series and calculating the short run and long run multipliers for the estimated models.