The distributed lag model (DLM), used most prominently in air pollution studies, finds application wherever the effect of a covariate is delayed and distributed through time. We specify modified ...

Hannan in "Regression for Time Series" [4] proposed an interesting method of estimating regression coefficients using spectral techniques, and later in "The Estimation of Relationship Involving ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...