Mean Square Error Comparisons of the Alternative Estimators For The Distributed Lag Models

DOI10.15672/HJMS.2014357556zbMath1348.62196MaRDI QIDQ2822553

Berrin Gültay, Selahattin Kaçıranla

Publication date: 30 September 2016

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

Liu estimatorridge estimatorAlman estimatorfinite distributed lag model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers ⋮ A modified ridge m-estimator for linear regression model with multicollinearity and outliers ⋮ Addressing the distributed lag models with heteroscedastic errors ⋮ Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ The Almon two parameter estimator for the distributed lag models ⋮ Restricted estimation of distributed lag model from a Bayesian point of view ⋮ New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers

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