A linearly distributed lag estimator with r-convex coefficients
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References listed on IDEAS
- Harezlak, Jaroslaw & Coull, Brent A. & Laird, Nan M. & Magari, Shannon R. & Christiani, David C., 2007. "Penalized solutions to functional regression problems," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4911-4925, June.
- Corradi, Corrado, 1977. "Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces," Journal of Econometrics, Elsevier, vol. 5(2), pages 211-219, March.
- Polasek, Wolfgang, 1990. "Vector distributed lag models with smoothness priors," Computational Statistics & Data Analysis, Elsevier, vol. 10(2), pages 133-141, October.
- Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
More about this item
KeywordsAlmon polynomial Approximation Consumption Difference Distributed lag model Least squares r-convexity Regression Quadratic programming Time series Toeplitz matrix;
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