The autoregressive models (koyck model, adaptive expectation model, potential adjustment model) I have learned so far are all derived from distributed lag models. And intuitively it makes sense since how could an outcome variable effect itself? the outcome should only be affected by the lagged effect of the external variable X. (correct me if I am wrong).
Therefore, can we say that all autoregressive models are derived from distributed-lag models?
And is it true that whether the constructed autoregressive models violate the OLS assumptions depend on the procedure that the autoregressive model is derived?