On fitting distributed lag models subject to polynomial restrictions
type: Item
instance of: scholarly article
title: On fitting distributed lag models subject to polynomial restrictions
zbMATH Open document ID: 0471.62109
DOI: 10.1016/0304-4076(81)90106-8
author: Marcello Pagano
author: Michael J. Hartley
published in: Journal of Econometrics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3738786
zbMATH Keywords: autoregressive residuals
zbMATH Keywords: orthogonal methods
zbMATH Keywords: order of autoregression
zbMATH Keywords: length of lag
zbMATH Keywords: degree of polynomial
MaRDI profile type: Publication
full work available at URL: 0304-4076(81)90106-8
OpenAlex ID: W2084909427
cites work: Q4769776
cites work: Generalized Least Squares with an Estimated Autocovariance Matrix
cites work: The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem
cites work: Some Time and Frequency Domain Distributed Lag Estimators: A Comparative Monte Carlo Study
cites work: Q5663203
cites work: Q4390474
cites work: Testing the Restrictions of the Almon Lag Technique
cites work: Least squares, singular values and matrix approximations
cites work: Q5732999
cites work: Q3247378
cites work: Q5612941
cites work: Q4089700
cites work: Some Comments on C P
cites work: A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
cites work: On the Linear Convergence of a Covariance Factorization Algorithm
cites work: Some recent advances in time series modeling
cites work: A Distributed Lag Estimator Derived from Smoothness Priors
cites work: Q4109165
cites work: Q4125602
cites work: A Note on Bias in the Almon Distributed Lag Estimator
cites work: Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
description: scientific article; zbMATH DE number 3738786