A linearly distributed lag estimator with \(r\)-convex coefficients

DOI10.1016/j.csda.2010.01.029zbMath1284.62438OpenAlexW2141789950MaRDI QIDQ2445739

I. C. Demetriou, E. E. Vassiliou

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.01.029

zbMATH Keywords

quadratic programmingtime seriesapproximationToeplitz matrixleast squaresregressionconsumptiondifference\(r\)-convexityAlmon polynomialdistributed lag model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Uses Software

• L2CXFT
• SAS
• ZQPCVX

Cites Work

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