Shiller's Distributed Lag Estimator: Exact Finite Sample Results | ||
| The Egyptian Statistical Journal | ||
| Article 3, Volume 32, Issue 1, June 1988, Pages 43-56 PDF (7.96 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1988.428705 | ||
| Authors | ||
| G.A. Ghazal; A.H. Harroun | ||
| Institute of Statistical Studies & Research, Cairo University, Egypt | ||
| Abstract | ||
| This paper is concerned with Shiner's estimator of papameters in a polynomial distributed lag models. The purpose here is to derive the exact moments of Shiller's estimator analytically, and compare its mean square error (MSE) with (1) MSE of ordinary Least squares, and (2) MSE of Gauss Markov estimator. | ||
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