Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag
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Publication:4066465
DOI10.2307/2285941zbMath0308.62103OpenAlexW4252641450MaRDI QIDQ4066465
Publication date: 1975
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2285941
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Stochastic analysis (60H99)
Related Items (7)
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 M-estimator for the distributed lag model in the presence of outliers ⋮ The Almon two parameter estimator for the distributed lag models ⋮ Restricted estimation of distributed lag model from a Bayesian point of view ⋮ An examination of distributed lag model coefficients estimated with smoothness priors ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence
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