Dear r-help team: Is a package implemented in R which includes a function that calculates polynomial distributed lag models (also: Almon models, pdl-model)? Provided a pdl function is available, can it be applied to robust statistics like MM-estimators? Thanks in advance! Best regards, Carsten Colombier Dr. Carsten Colombier Economist Group of Economic Advisers Swiss Federal Finance Administration Bundesgasse 3 CH-3003 Bern phone +41 31 322 63 32 fax +41 31 323 08 33 email: carsten.colombier at efv.admin.ch www.efv.admin.ch
PDL model
2 messages · Carsten.Colombier@efv.admin.ch, Spencer Graves
5 days later
From 'RSiteSearch("polynomial distributed lag")', I learned that
there was a discussion of this issue not quite two years ago, which may
interest you. In brief, Thomas Lumley provded code with some noted
limitations.
spencer graves
Carsten.Colombier at efv.admin.ch wrote:
Dear r-help team: Is a package implemented in R which includes a function that calculates polynomial distributed lag models (also: Almon models, pdl-model)? Provided a pdl function is available, can it be applied to robust statistics like MM-estimators? Thanks in advance! Best regards, Carsten Colombier Dr. Carsten Colombier Economist Group of Economic Advisers Swiss Federal Finance Administration Bundesgasse 3 CH-3003 Bern phone +41 31 322 63 32 fax +41 31 323 08 33 email: carsten.colombier at efv.admin.ch www.efv.admin.ch
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