An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920)
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scientific article; zbMATH DE number 4068096
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| English | An examination of distributed lag model coefficients estimated with smoothness priors |
scientific article; zbMATH DE number 4068096 |
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An examination of distributed lag model coefficients estimated with smoothness priors (English)
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1986
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regression coefficients
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distributed lag model
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smoothness priors
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ridge- type estimator
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restricted least squares approach
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Monte Carlo experiment
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0.8391038179397583
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0.8377267718315125
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0.7933170199394226
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0.7864173650741577
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0.7863942384719849
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