Ridge Estimators for Distributed Lag Models
收藏NBER1974-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0069
下载链接
链接失效反馈官方服务：
资源简介：
The paper explains how the Almon polynominal lag specification can be made stochastic in two different ways - one suggested by Shiller and another following the lines of Lindley and Smith. It is shown that both the estimators can be considered as modified ridge estimators. The paper then compares
提供机构：
美国国家经济研究局
创建时间：
1974-10-01
