Addressing the distributed lag models with heteroscedastic errors

DOI10.1080/03610918.2019.1643884OpenAlexW2962748703WikidataQ127435851 ScholiaQ127435851MaRDI QIDQ5086399

Muhammad Aslam, Saima Altaf, Abdul Majid, Muhammad Amanullah

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1643884

zbMATH Keywords

ridge regressionmulticollinearitydistributed lag modelnull rejection rateAlmon techniqueheteroscedasticity- consistent covariance matrix estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (1)

The Almon M-estimator for the distributed lag model in the presence of outliers

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