We use Almon [2] data to illustrate our theoretical results.
📌 3 Maddede Bu Makale
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Amaç & Hipotez: The finite distributed lag models include highly correlated variables as well as lagged and unlagged values of the same variables.
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Temel Bulgular & Veri:The primary aim of this study is to compare the performances of alternative estimators to the OLS estimator defined by combining the Almon estimator with some other estimators according to the mean square error (MSE) criterion.
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Sonuç & Katkı:We use Almon [2] data to illustrate our theoretical results.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Finite distributed lag model · Almon estimator · Ridge estimator
Abstract
The finite distributed lag models include highly correlated variables as well as lagged and unlagged values of the same variables. Some problems are faced for this model when applying the ordinary least squares (OLS) method or econometric models such as Almon and Koyck models. The primary aim of this study is to compare the performances of alternative estimators to the OLS estimator defined by combining the Almon estimator with some other estimators according to the mean square error (MSE) criterion. We use Almon [2] data to illustrate our theoretical results.
Gültay, B., Kaçıranlar, S. (2015). Mean square error comparisons of the alternative estimators for the distributed lag models. Hacettepe Journal of Mathematics and Statistics, Volume: 44 Issue: 5. https://ajindex.com/articles/1403249