The Almon two parameter estimator for the distributed lag models

DOI10.1080/00949655.2016.1229317OpenAlexW2511499044MaRDI QIDQ5106823

Nimet Özbay, Selahattin Kaçıranlar

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1229317

zbMATH Keywords

multicollinearityfinite distributed lag modelAlmon estimatorAlmon Liu estimatorAlmon ridge estimatorAlmon two parameter estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Addressing the distributed lag models with heteroscedastic errors ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ Restricted estimation of distributed lag model from a Bayesian point of view ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

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• Linear models. Least squares and alternatives
• Mean Square Error Comparisons of the Alternative Estimators For The Distributed Lag Models
• Some Properties of the Almon Lag Technique when One Searches for Degree of Polynomial and Lag
• A new class of blased estimate in linear regression
• Performance of Some New Ridge Regression Estimators
• Comparisons of the alternative biased estimators for the distributed lag models
• The Restricted and Unrestricted Two-Parameter Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biased Estimation in Linear Models

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