Estimation of lag length in distributed lag models: a comparative study

MaRDI QIDQ3068052zbMATH OpenFDO

Authors Camila Pedrozo Rodrigues Furlan, Carlos A. R. Diniz, Maria Aparecida de Paiva Franco

Publication date 13 January 2011

Full work available at URL http://pphmj.com/abstract/5233.htm

zbMATH Keywords

tablesMonte Carlo simulationdistributed laglag length determination

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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