Restricted estimation of distributed lag model from a Bayesian point of view
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Publication:6107560
DOI10.1080/03610926.2021.1982985OpenAlexW3204276563MaRDI QIDQ6107560
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
mean squared errorBayesian estimationlinear restrictionsdistributed lag modelAlmon estimatormulticolliearity
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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