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Restringierte Koeffizientenschätzung in Spline-Lag-Modellen

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Zusammenfassung

Die Schätzung der Lag-Koeffizienten in Spline-Lag-Modellen kann durch den Theilschen KQ-Schätzer unter linearen Nebenbedingungen erfolgen. Gegenüber alternativen Formulierungen zeichnet sich dieser Ansatz durch besonders einfache Möglichkeiten der Überprüfung bestimmter Lag-Hypothesen aus.

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Authors
  1. Gerhard Kockläuner
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Kockläuner, G. Restringierte Koeffizientenschätzung in Spline-Lag-Modellen. Statistische Hefte 22, 234–240 (1981). https://doi.org/10.1007/BF02934646

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  • DOI: https://doi.org/10.1007/BF02934646

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