Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292)
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scientific article; zbMATH DE number 7102906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence |
scientific article; zbMATH DE number 7102906 |
Statements
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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