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Lagged Outcomes, Lagged Predictors, and Lagged Errors: A Clarification on Common Factors
Political Analysis, 2021AbstractDebate on the use of lagged dependent variables has a long history in political science. The latest contribution to this discussion is Wilkins (2018, Political Science Research and Methods, 6, 393–411), which advocates the use of an ADL(2,1) model when there is serial dependence in the outcome and disturbance.
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Peroxidation of lipids in membranes and lipoproteins proceeds through the classical free radical sequence encompassing initiation, propagation, and termination phases which are expressed by a lag phase in which little oxidation occurs, followed by a rapid increase in autocatalysis by chain-propagating intermediates and, finally, a decrease in the rate ...
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Estimating the Lags of Lag Processes
Journal of the American Statistical Association, 1975Abstract Recent studies of nonlinear prediction and of nonlinear filtering of stochastic processes in addition to studies of higher-order spectra have pointed out the usefulness of lag processes. Now suppose we are given observations on a filter operating on a lag process with an unknown lag.
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