Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292): Difference between revisions

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scientific article; zbMATH DE number 7102906

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English	Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence	scientific article; zbMATH DE number 7102906

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instance of

scholarly article

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title

Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (English)

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Cogent Mathematics & Statistics

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publication date

10 September 2019

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zbMATH Keywords

adaptive estimator

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Almon technique

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finite distributed lag model

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heteroscedasticity

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/25742558.2018.1538596

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cites work

Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator

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Q3577684

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Some Modifications for Choosing Ridge Parameters

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Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence

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Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points

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Econometrics

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Adapting for heteroscedasticity in linear models

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Robust estimation in heteroscedastic linear models

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Asymptotic inference under heteroskedasticity of unknown form

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A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model

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Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag

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Estimation for a linear regression model with unknown diagonal covariance matrix

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A Simulation Study of Some Ridge Estimators

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Comparisons of the alternative biased estimators for the distributed lag models

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Q3664270

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Performance of Some New Ridge Regression Estimators

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A simulation study of ridge and other regression estimators

0 references

Q4166110

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A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions

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Q5509408

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The Almon two parameter estimator for the distributed lag models

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The feasible generalized restricted ridge regression estimator

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Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

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IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE

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A Distributed Lag Estimator Derived from Smoothness Priors

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Q4727203

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Q4749036

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Q5510038

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Identifiers

zbMATH Open document ID

1426.62203

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DOI

10.1080/25742558.2018.1538596

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator
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+Normal rank
@@ Property / cites work @@
+Some Modifications for Choosing Ridge Parameters
@@ Property / cites work: Some Modifications for Choosing Ridge Parameters / rank @@
+Normal rank
@@ Property / cites work @@
+Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
+Normal rank
@@ Property / cites work @@
+Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points
+Normal rank
@@ Property / cites work @@
+Econometrics
@@ Property / cites work: Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Adapting for heteroscedasticity in linear models
@@ Property / cites work: Adapting for heteroscedasticity in linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation in heteroscedastic linear models
+Normal rank
@@ Property / cites work @@
+Asymptotic inference under heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
+Normal rank
@@ Property / cites work @@
+Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag
+Normal rank
@@ Property / cites work @@
+Estimation for a linear regression model with unknown diagonal covariance matrix
+Normal rank
@@ Property / cites work @@
+A Simulation Study of Some Ridge Estimators
@@ Property / cites work: A Simulation Study of Some Ridge Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Comparisons of the alternative biased estimators for the distributed lag models
+Normal rank
@@ Property / cites work @@
+Q3664270
@@ Property / cites work: Q3664270 / rank @@
+Normal rank
@@ Property / cites work @@
+Performance of Some New Ridge Regression Estimators
+Normal rank
@@ Property / cites work @@
+A simulation study of ridge and other regression estimators
+Normal rank
@@ Property / cites work @@
+Q4166110
@@ Property / cites work: Q4166110 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
+Normal rank
@@ Property / cites work @@
+Q5509408
@@ Property / cites work: Q5509408 / rank @@
+Normal rank
@@ Property / cites work @@
+The Almon two parameter estimator for the distributed lag models
+Normal rank
@@ Property / cites work @@
+The feasible generalized restricted ridge regression estimator
+Normal rank
@@ Property / cites work @@
+Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
+Normal rank
@@ Property / cites work @@
+IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
+Normal rank
@@ Property / cites work @@
+A Distributed Lag Estimator Derived from Smoothness Priors
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4749036
@@ Property / cites work: Q4749036 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5510038
@@ Property / cites work: Q5510038 / rank @@
+Normal rank
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+Q129078915
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