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1、DistributedLags:ASurveyAuthor(s):ZviGrilichesSource:Econometrica,Vol.35,No.1(Jan.,1967),pp.16-49Publishedby:TheEconometricSocietyStableURL:http://www.jstor.org/stable/1909382.Accessed:18/04/201302:19YouruseoftheJSTORarchiveindicatesyouracceptanceoftheTerms&ConditionsofUse,availableat.h
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4、,Vol.35,No.1(January,1967)DISTRIBUTEDLAGS:ASURVEYBYZviGRILICHES'Severalrecentgeneralizationsofthegeometricallydecliningdistributedlagmodelarereviewedandtheassociatedstatisticalestimationproblemsarediscussed.Attentionisdrawntothepracticaldifficultiesofdistinguishingbetweendifferentlagsc
5、hemesandmodelsonthebasisofusualeconomicdata.Thisleadstoadiscussionofthemoregeneralproblemofestimatingmixedautoregressiveschemeswithseriallycorrelateddisturbancesandareviewoftheexistingtheoreticalrationaleforthevarioussuggesteddistributedlagmodels."Thefaultinsomanymathematicalstudiesoft
6、histypeisnotsomuchinsinningasinthelackofrealizationthatoneissinning,orevenalackofacknowledgementofanyconceivabletypeofsin."R.BELLMAN[8,p.15]1.INTRODUCTIONTHEHISTORYofdistributedlagmodelsdatesbacktothe1930'sandtheworkofIrvingFisherandTinbergen.2Similartopicswerealsodiscussedwidelyintheb
7、usinesscyclesliteratureundertheguiseof"dynamicmultipliers,""flexibleaccel-erator,"and"habitpersistence."3ButtherecentpopularityofdistributedlagsasaworkableeconometrictechniqueisduemostlytotheworkofKoyck[36],Cagan[12],andNerlove[46,47].Cagansuggestedtheadaptiveexpectationsmodelinwhich
