Expand the rational lag model yt = [(0.6 + 2L) / (1 0.6L+ 0.5L2)]xt + et

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Expand the rational lag model yt = [(0.6 + 2L) / (1 − 0.6L+ 0.5L2)]xt + et . What are the coefficients on xt, xt−1, xt−2, xt−3, and xt−4?

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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