A Note on Bias in the Almon Distributed Lag Estimator

DOI10.2307/1914263zbMath0348.62030OpenAlexW1985435196MaRDI QIDQ4118675

Timo Teräsvirta

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914263

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (6)

Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model ⋮ On fitting distributed lag models subject to polynomial restrictions ⋮ An examination of distributed lag model coefficients estimated with smoothness priors ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ Albert's theorem applied to problems of efficiency and MSE superiority ⋮ TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA

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