Ridge Estimators for Distributed Lag Models
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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
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美国国家经济研究局创建时间：
1974-10-01
