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A distributed lag estimator derived from Shiller's smoothness priors
4 references·0 citing·14 second hop
A distributed lag estimator derived from Shiller's smoothness priors (1979)A distributed lag estimator derived from …Linear prediction and estimation methods for regression models with stationary stochastic coefficients (1980)Linear prediction and estimat…A Distributed Lag Estimator Derived from Smoothness Priors (1973)A Distributed Lag Estimator D…Lags Between Investment Decisions and Their Causes (1968)Lags Between Investment Decis…The Distributed Lag Between Capital Appropriations and Expenditures (1965)The Distributed Lag Between C…Investment by Manufacturing Firms: A Quarterly Time Series Analysis of Industry Data (1966)Uncertainty and the effectiveness of policy (1967)After Keynesian Macroeconomics (1979)Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Decomposing social indicators using distributional data (1997)Decomposing Social Indicators Using Distributional Data (1999)The monetary dynamics of hyperinflation (1956)Applied Statistical Decision Theory (1962)Statistical Analysis of Econometric Models (1979)Commentary: Economic growth is the basis of mortality rate decline in the 20th century—experience of the United States 1901–2000 (2005)Television Advertising and Online Search (2013)MIDAS Regressions: Further Results and New Directions (2007)Loan growth and riskiness of banks (2010)How Large and Long-lasting Are the Persuasive Effects of Televised Campaign Ads? Results from a Randomized Field Experiment (2011)
this work references cited by second hop

References

  • 1965The Distributed Lag Between Capital Appropriations and Expenditures1,133 cited
  • 1973A Distributed Lag Estimator Derived from Smoothness Priors298 cited
  • 1980Linear prediction and estimation methods for regression models with stationary stochastic coefficients199 cited
  • 1968Lags Between Investment Decisions and Their Causes24 cited

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