Overview

lag operator


'lag operator' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

A symbol used to denote lags of a variable:

Lytyt−1, L2ytL(Lyt) = yt−2,

etc. Standard rules of summation and multiplication can conveniently be applied to the expressions containing lag operators.

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.