Alternative Prior Representations of Smoothness for Distributed Lag Estimation
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References listed on IDEAS
- G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc.
- Leamer, Edward E, 1972. "A Class of Informative Priors and Distributed Lag Analysis," Econometrica, Econometric Society, vol. 40(6), pages 1059-1081, November.
- Modigliani, Franco & Shiller, Robert J, 1973. "Inflation, Rational Expectations and the Term Structure of Interest Rates," Economica, London School of Economics and Political Science, vol. 40(157), pages 12-43, February.
- Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
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- John F. Wilson, 1976. "Have geometric lag hypotheses outlived their time? some evidence in a Monte Carlo framework," International Finance Discussion Papers 82, Board of Governors of the Federal Reserve System (U.S.).
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