Restricted estimation of distributed lag model from a Bayesian point of view

DOI10.1080/03610926.2021.1982985OpenAlexW3204276563MaRDI QIDQ6107560

Selma Toker, Nimet Özbay

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1982985

zbMATH Keywords

mean squared errorBayesian estimationlinear restrictionsdistributed lag modelAlmon estimatormulticolliearity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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