scientific article; zbMATH DE number 3858269

MaRDI QIDQ3326701zbMATH OpenFDO

Authors Gerd Hansen

Publication date 1981

zbMATH Keywords

biasdistributed lag estimatorsmeasures of robustnesspolynomial distributed lagsrational distributed lagsroot mean square error

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics to economics (62P20)

Recommendations

• Comparisons of the alternative biased estimators for the distributed lag models
• Mean square error comparisons of the alternative estimators for the distributed lag models
• A simple test for the consistency of dynamic linear regression in rational distributed lag models
• Estimation of lag length in distributed lag models: a comparative study
• An examination of distributed lag model coefficients estimated with smoothness priors

Cited in

(8)

• Geometric combination lags as flexible infinite distributed lag estimators
• Mean square error comparisons of the alternative estimators for the distributed lag models
• Estimation of lag length in distributed lag models: a comparative study
• The Optimality of Rational Distributed Lags: A Comment
• Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties
• A simple method for the estimation of rational distributed lag models
• An application of generalized maximum entropy and some biased estimation methods for the Almon distributed lag model: bootstrap efficiency
• An approximation theorem for the polynomial inverse lag

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