Comparisons of the alternative biased estimators for the distributed lag models
From MaRDI portal
Publication:5358383
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
62P20: Applications of statistics to economics
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
Related Items
Unnamed Item, 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, The Almon two parameter estimator for the distributed lag models, Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence, The Almon M-estimator for the distributed lag model in the presence of outliers, Restricted estimation of distributed lag model from a Bayesian point of view, Investigating the two parameter analysis of Lipovetsky for simultaneous systems