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    Comparisons of the alternative biased estimators for the distributed lag models
    (Taylor & Francis Inc, 2017) Guler, Huseyin; Gultay, Berrin; Kaciranlar, Selahattin
    The finite distributed lag models include highly correlated variables as well as lagged and unlagged values of the same variables. Some problems are faced for this model when applying the ordinary least squares (OLS) method or econometric models such as Almon and Koyck models. The primary aim of this study is to compare performances of alternative estimators to the OLS estimator defined by combining the Almon estimator with some estimators using Almon (1965) data. A simulation study with different model parameters is performed and the estimators are compared according to the root mean square error (RMSE) and prediction mean square error (PMSE).
  • [ X ]
    Öğe
    Mean square error comparisons of the alternative estimators for the distributed lag models
    (Hacettepe Univ, Fac Sci, 2015) Gultay, Berrin; Kaciranlar, Selahattin
    The finite distributed lag models include highly correlated variables as well as lagged and unlagged values of the same variables. Some problems are faced for this model when applying the ordinary least squares (OLS) method or econometric models such as Almon and Koyck models. The primary aim of this study is to compare the performances of alternative estimators to the OLS estimator defined by combining the Almon estimator with some other estimators according to the mean square error (MSE) criterion. We use Almon [2] data to illustrate our theoretical results.