Comparisons of the alternative biased estimators for the distributed lag models

DOI10.1080/03610918.2015.1053919zbMath1384.62226OpenAlexW2462011648MaRDI QIDQ5358383

Hüseyin Güler, Berrin Gültay, Selahattin Kaçıranlar

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1053919

zbMATH Keywords

Liu estimatorridge estimatorfinite distributed lag modelAlmon estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (8)

Addressing the distributed lag models with heteroscedastic errors ⋮ Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ The Almon two parameter estimator for the distributed lag models ⋮ Restricted estimation of distributed lag model from a Bayesian point of view ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ Unnamed Item ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence

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