Comparisons of the alternative biased estimators for the distributed lag models

DOI10.1080/03610918.2015.1053919zbMath1384.62226MaRDI QIDQ5358383

Hüseyin Güler, Berrin Gültay, Selahattin Kaçıranlar

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1053919

zbMATH Keywords

Liu estimator; ridge estimator; finite distributed lag model; Almon estimator

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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