Restricted estimation of distributed lag model from a Bayesian point of view

DOI10.1080/03610926.2021.1982985MaRDI QIDQ6107560zbMATH OpenOpenAlexFDO

Authors Selma Toker, Nimet Özbay

Publication date 3 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1982985

zbMATH Keywords

Almon estimatorBayesian estimationdistributed lag modellinear restrictionsmean squared errormulticolliearity

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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Cites work

• A Distributed Lag Estimator Derived from Smoothness Priors
• Age at First Marriage in Malawi: A Bayesian Multilevel Analysis Using a Discrete Time-to-Event Model
• Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality
• Comparisons of the alternative biased estimators for the distributed lag models
• Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• Improvement of the Liu-type Shiller estimator for distributed lag models
• Mean square error comparisons of the alternative estimators for the distributed lag models
• Revisiting distributed lag models through a Bayesian perspective
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag
• The Almon two parameter estimator for the distributed lag models

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