An examination of distributed lag model coefficients estimated with smoothness priors
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Publication:3800920
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Cites work
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- A Distributed Lag Estimator Derived from Smoothness Priors
- A Note on Bias in the Almon Distributed Lag Estimator
- A note on minimum average risk estimators for coefficients in linear models
- Bayesian Robustness and the Stein Effect
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
- Empirical Bayes estimation of the multivariate normal covariance matrix
- Estimation of parameters in a linear model
- Linear Statistical Inference and its Applications
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Minimax ridge regression estimation
- On Least Squares with Insufficient Observations
- Selecting a minimax estimator of a multivariate normal mean
- Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag
- The foundations of statistics - are there any?
- Two methods of evaluating hoerl and kennard's ridge regression
Cited in
(10)- Improvement of the Liu-type Shiller estimator for distributed lag models
- A linearly distributed lag estimator with \(r\)-convex coefficients
- Geometric combination lags as flexible infinite distributed lag estimators
- Vector distributed lag models with smoothness priors
- Comparisons of the alternative biased estimators for the distributed lag models
- An algorithm for distributed lag estimation subject to piecewise monotonic coefficients
- scientific article; zbMATH DE number 3858269 (Why is no real title available?)
- A Note on Smoothness Priors and Nonlinear Regression
- On Some Properties of Composite Distributed Lag Models
- Mean square error comparisons of the alternative estimators for the distributed lag models
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