**"Estimation of Distributed Lags and Leads with End Point
Constraints,"**
(with D. K. Andrews), *Journal of Econometrics,* 1992, 123-139.

pdf file (714KB).

This paper considers the use of the polynomial distributed lag (PDL) technique when the lag length is estimated rather than fixed. We focus on the case where the degree of the polynomial is fixed, the polynomial is constrained to be zero at a certain lag length

This paper makes two contributions to the PDL literature. The first is to allow the lag length to be estimated (along with the standard error of the estimate), and the second is to consider the case of polynomial distributed leads. An extensive set of results using the method is in 1993#1.