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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Latest revision as of 21:01, 14 August 2024

scientific article; zbMATH DE number 7102906
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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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    Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (English)
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    10 September 2019
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    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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