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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 4
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Original Articles

Comparisons of the alternative biased estimators for the distributed lag models

Hüseyin GülerDepartment of Econometrics, Faculty of Economics and Administrative Sciences, Cukurova University, Adana, Turkey
,
Berrin GültayDepartment of Statistics, Faculty of Arts and Sciences, Canakkale Onsekiz Mart University, Canakkale, TurkeyCorrespondence[email protected]
&
Selahattin KaçiranlarDepartment of Statistics, Faculty of Arts and Sciences, Cukurova University, Adana, Turkey
Pages 3306-3318 | Received 31 Mar 2014, Accepted 14 May 2015, Published online: 18 Dec 2016

Citations (13)

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Read on this site (8)

Abdul Majid & Muhammad Aslam. (2023) The Almon M-estimator for the distributed lag model in the presence of outliers. Communications in Statistics - Simulation and Computation 52:7, pages 3273-3285.
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Selma Toker & Nimet Özbay. (2023) Restricted estimation of distributed lag model from a Bayesian point of view. Communications in Statistics - Theory and Methods 52:11, pages 3927-3938.
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Abdul Majid, Muhammad Aslam, Shakeel Ahmad, Saima Altaf & Saima Afzal. (2022) Robust estimation of the distributed lag model with multicollinearity and outliers. Communications in Statistics - Simulation and Computation 0:0, pages 1-15.
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Abdul Majid, Muhammad Aslam, Saima Altaf & Muhammad Amanullah. (2021) Addressing the distributed lag models with heteroscedastic errors. Communications in Statistics - Simulation and Computation 50:12, pages 4464-4482.
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Adewale F. Lukman & Golam B. M. Kibria. (2021) Almon-KL estimator for the distributed lag model. Arab Journal of Basic and Applied Sciences 28:1, pages 406-412.
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Nimet Özbay & Selma Toker. (2020) Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model. Communications in Statistics - Simulation and Computation 49:9, pages 2333-2346.
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Abdul Majid, Muhammad Aslam & Saima Altaf. (2018) Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence. Cogent Mathematics & Statistics 5:1.
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Nimet Özbay & Selahattin Kaçıranlar. (2017) The Almon two parameter estimator for the distributed lag models. Journal of Statistical Computation and Simulation 87:4, pages 834-843.
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Articles from other publishers (5)

A. F. Lukman, M. Norouzirad, F. J. Marques & D. Mazarei. (2023) Combining Kibria-Lukman and principal component estimators for the distributed lag models. Behaviormetrika 50:2, pages 621-652.
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Nimet Özbay & Selma Toker. (2021) Prediction framework in a distributed lag model with a target function: an application to global warming data. Environmental and Ecological Statistics 28:1, pages 87-134.
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Selma Toker. (2018) Investigating the two parameter analysis of Lipovetsky for simultaneous systems. Statistical Papers 61:5, pages 2059-2089.
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Haydar Demirhan. (2020) dLagM: An R package for distributed lag models and ARDL bounds testing. PLOS ONE 15:2, pages e0228812.
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Nimet Özbay. (2018) Two-Parameter Ridge Estimation for the Coefficients of Almon Distributed Lag Model. Iranian Journal of Science and Technology, Transactions A: Science 43:4, pages 1819-1828.
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