Describe how a distributed lag model is specified and estimated.

A distributed lag model is a statistical technique used to analyze the relationship between a dependent variable and a set of lagged values of one or more independent variables. This type of model is particularly useful when the effect of a change in an independent variable is not immediate, but rather occurs over time. It is commonly applied in economics, environmental studies, epidemiology, and other fields where the impact of a variable's past values on the present outcome is of interest.

The specification and estimation of a distributed lag model involve several steps:

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