Ridge Estimators for Distributed Lag Models
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References listed on IDEAS
- Zellner, Arnold & Geisel, Martin S, 1970. "Analysis of Distributed Lag Models with Application to Consumption Function Estimation," Econometrica, Econometric Society, vol. 38(6), pages 865-888, November.
- Paul W. Holland, 1973. "Weighted Ridge Regression: Combining Ridge and Robust Regression Methods," NBER Working Papers 0011, 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.
- 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.).
- Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc.
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