4,239
Views
7
CrossRef citations to date
0
Altmetric
Research Article

Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence

, & | (Reviewing editor)
Article: 1538596 | Received 29 Aug 2017, Accepted 12 Oct 2018, Published online: 03 Nov 2018

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (3)

Abdul Majid, Muhammad Amin, Muhammad Aslam & Shakeel Ahmad. (2023) New robust ridge estimators for the linear regression model with outliers. Communications in Statistics - Simulation and Computation 52:10, pages 4717-4738.
Read now
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.
Read now
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.
Read now

Articles from other publishers (4)

Jintao Liu, Feng Qiu, Tao Zhang & Haomin Liu. (2023) Dynamics of green economic development in countries joining the belt and road initiative: Is it driven by green investment transformation?. Journal of Environmental Management 347, pages 118969.
Crossref
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.
Crossref
Abdul Majid, Shakeel Ahmad, Muhammad Aslam & Muhammad Kashif. (2022) A robust Kibria–Lukman estimator for linear regression model to combat multicollinearity and outliers. Concurrency and Computation: Practice and Experience 35:4.
Crossref
Severino Adriano de Oliveira Lima, Humber Agrelli Andrade & Raniere Garcez Costa Sousa. (2022) Rainfall effects on Anomalocardia flexuosa densities on the northeastern Brazilian coast using distributed lag models. Boletim do Instituto de Pesca 48.
Crossref