Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces

DOI10.1016/0304-4076(77)90025-2zbMath0355.62076OpenAlexW2075359649MaRDI QIDQ1237340

Corrado Corradi

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90025-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

A linearly distributed lag estimator with \(r\)-convex coefficients ⋮ A new variance component score test for testing distributed lag functions with applications in time series analysis ⋮ Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality

Cites Work

• A general method for the construction of interpolating or smoothing spline-functions
• A Distributed Lag Estimator Derived from Smoothness Priors
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