Improvement of the Liu‐type Shiller estimator for distributed lag models (Q4687634)

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scientific article; zbMATH DE number 6952631
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Improvement of the Liu‐type Shiller estimator for distributed lag models
scientific article; zbMATH DE number 6952631

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    Improvement of the Liu‐type Shiller estimator for distributed lag models (English)
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    12 October 2018
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    distributed lag model
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    prediction mean square error
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    target function
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    multicollinearity
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    ordinary least squares
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