Improvement of the Liu‐type Shiller estimator for distributed lag models
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Publication:4687634
DOI10.1002/FOR.2469zbMath1397.62318OpenAlexW2609940831MaRDI QIDQ4687634
Selahattin Kaçıranlar, Nimet Özbay
Publication date: 12 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2469
ordinary least squaresmulticollinearitytarget functionprediction mean square errordistributed lag model
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
Related Items (3)
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 ⋮ Restricted estimation of distributed lag model from a Bayesian point of view
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