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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| English | 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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0.7809025645256042
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0.7680661082267761
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0.7647666931152344
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0.7438483238220215
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0.7362769842147827
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