Addressing the distributed lag models with heteroscedastic errors (Q5086399)
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scientific article; zbMATH DE number 7553344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Addressing the distributed lag models with heteroscedastic errors |
scientific article; zbMATH DE number 7553344 |
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Addressing the distributed lag models with heteroscedastic errors (English)
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5 July 2022
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Almon technique
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distributed lag model
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heteroscedasticity- consistent covariance matrix estimator
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multicollinearity
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null rejection rate
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ridge regression
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