{"id":"https://openalex.org/W2962748703","doi":"https://doi.org/10.1080/03610918.2019.1643884","title":"Addressing the distributed lag models with heteroscedastic errors","display_name":"Addressing the distributed lag models with heteroscedastic errors","publication_year":2019,"publication_date":"2019-07-25","ids":{"openalex":"https://openalex.org/W2962748703","doi":"https://doi.org/10.1080/03610918.2019.1643884","mag":"2962748703"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2019.1643884","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2019.1643884","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074651699","display_name":"Abdul Majid","orcid":"https://orcid.org/0000-0002-3071-2610"},"institutions":[{"id":"https://openalex.org/I1290095210","display_name":"Bureau of Labor Statistics","ror":"https://ror.org/03z2d7y96","country_code":"US","type":"government","lineage":["https://openalex.org/I1290095210","https://openalex.org/I1312264882"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Abdul Majid","raw_affiliation_strings":["Pakistan Bureau of Statistics, Regional Office","Pakistan Bureau of Statistics, Regional Office, Multan, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Pakistan Bureau of Statistics, Regional Office","institution_ids":["https://openalex.org/I1290095210"]},{"raw_affiliation_string":"Pakistan Bureau of Statistics, Regional Office, Multan, Pakistan","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011827406","display_name":"Muhammad Aslam","orcid":"https://orcid.org/0000-0003-2290-2307"},"institutions":[{"id":"https://openalex.org/I127670440","display_name":"Bahauddin Zakariya University","ror":"https://ror.org/05x817c41","country_code":"PK","type":"education","lineage":["https://openalex.org/I127670440"]}],"countries":["PK"],"is_corresponding":true,"raw_author_name":"Muhammad Aslam","raw_affiliation_strings":["Department of Statistics, Bahauddin Zakariya University","Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan"],"raw_orcid":"https://orcid.org/0000-0003-2290-2307","affiliations":[{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University","institution_ids":["https://openalex.org/I127670440"]},{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan","institution_ids":["https://openalex.org/I127670440"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082329058","display_name":"Saima Altaf","orcid":"https://orcid.org/0000-0003-0540-981X"},"institutions":[{"id":"https://openalex.org/I127670440","display_name":"Bahauddin Zakariya University","ror":"https://ror.org/05x817c41","country_code":"PK","type":"education","lineage":["https://openalex.org/I127670440"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Saima Altaf","raw_affiliation_strings":["Department of Statistics, Bahauddin Zakariya University","Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University","institution_ids":["https://openalex.org/I127670440"]},{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan","institution_ids":["https://openalex.org/I127670440"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023824061","display_name":"Muhammad Amanullah","orcid":null},"institutions":[{"id":"https://openalex.org/I127670440","display_name":"Bahauddin Zakariya University","ror":"https://ror.org/05x817c41","country_code":"PK","type":"education","lineage":["https://openalex.org/I127670440"]}],"countries":["PK"],"is_corresponding":false,"raw_author_name":"Muhammad Amanullah","raw_affiliation_strings":["Department of Statistics, Bahauddin Zakariya University","Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University","institution_ids":["https://openalex.org/I127670440"]},{"raw_affiliation_string":"Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan","institution_ids":["https://openalex.org/I127670440"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5011827406"],"corresponding_institution_ids":["https://openalex.org/I127670440"],"apc_list":null,"apc_paid":null,"fwci":1.131,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.80205702,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"50","issue":"12","first_page":"4464","last_page":"4482"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.979200005531311,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multicollinearity","display_name":"Multicollinearity","score":0.897370457649231},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.7813531160354614},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7210736870765686},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6520042419433594},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.6293244361877441},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4741846024990082},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.47160133719444275},{"id":"https://openalex.org/keywords/ordinary-least-squares","display_name":"Ordinary least squares","score":0.467263400554657},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43740761280059814},{"id":"https://openalex.org/keywords/regression-analysis","display_name":"Regression analysis","score":0.15709489583969116}],"concepts":[{"id":"https://openalex.org/C189285262","wikidata":"https://www.wikidata.org/wiki/Q1332350","display_name":"Multicollinearity","level":3,"score":0.897370457649231},{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.7813531160354614},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7210736870765686},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6520042419433594},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.6293244361877441},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4741846024990082},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.47160133719444275},{"id":"https://openalex.org/C99656134","wikidata":"https://www.wikidata.org/wiki/Q2912993","display_name":"Ordinary least squares","level":2,"score":0.467263400554657},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43740761280059814},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.15709489583969116}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2019.1643884","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2019.1643884","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W619874340","https://openalex.org/W1975097801","https://openalex.org/W1983696930","https://openalex.org/W1984935883","https://openalex.org/W2016966976","https://openalex.org/W2038923046","https://openalex.org/W2046561947","https://openalex.org/W2048205357","https://openalex.org/W2062991056","https://openalex.org/W2069899827","https://openalex.org/W2091020207","https://openalex.org/W2108818539","https://openalex.org/W2117897510","https://openalex.org/W2137128340","https://openalex.org/W2139939583","https://openalex.org/W2157448961","https://openalex.org/W2158641414","https://openalex.org/W2169088065","https://openalex.org/W2338509365","https://openalex.org/W2462011648","https://openalex.org/W2511499044","https://openalex.org/W2577227262","https://openalex.org/W2609940831","https://openalex.org/W2891115357","https://openalex.org/W3015636773","https://openalex.org/W3023895404","https://openalex.org/W3121463665","https://openalex.org/W4231310240","https://openalex.org/W4234698323","https://openalex.org/W4244832312","https://openalex.org/W4248520104","https://openalex.org/W4249303080"],"related_works":["https://openalex.org/W2607125171","https://openalex.org/W2155765077","https://openalex.org/W1607228290","https://openalex.org/W4297826343","https://openalex.org/W2078869916","https://openalex.org/W3125102244","https://openalex.org/W2394147053","https://openalex.org/W4313353576","https://openalex.org/W3123276743","https://openalex.org/W2249692956"],"abstract_inverted_index":{"The":[0,160,176],"use":[1,67,125],"of":[2,11,25,44,60,68,82,96,106,115,131,139,162,183],"Almon":[3,37,52],"technique":[4,53],"is":[5,168],"very":[6],"common":[7],"for":[8,79,133],"the":[9,18,26,36,42,47,51,66,80,89,94,116,119,126,140,172,184],"estimation":[10,81],"distributed":[12],"lag":[13],"model":[14],"(DLM)":[15],"to":[16,22,32,109,124,153],"encounter":[17],"problems":[19],"stemming":[20],"due":[21],"direct":[23],"application":[24],"ordinary":[27],"least":[28],"squares":[29],"(OLS)":[30],"method":[31,78],"this":[33,64],"model.":[34],"However,":[35],"estimator":[38,70,105],"may":[39,54,91,99],"suffer":[40],"from":[41],"problem":[43,95],"multicollinearity":[45,143],"as":[46,75],"constructed":[48],"regressors":[49],"in":[50,101],"be":[55],"plagued":[56],"with":[57],"considerable":[58],"degree":[59],"multicollinearity.":[61],"To":[62],"address":[63],"issue,":[65],"Almon-ridge":[69],"(ARE)":[71],"has":[72],"been":[73],"considered":[74],"an":[76,180],"alternative":[77],"DLM":[83,90,141],"by":[84],"many":[85],"authors.":[86],"In":[87,118],"addition,":[88],"also":[92],"face":[93],"heteroscedasticity":[97,145],"that":[98],"result":[100],"inconsistent":[102],"covariance":[103,128,149,186],"matrix":[104,129,187],"ARE,":[107],"leading":[108],"invalid":[110],"testing":[111],"inference":[112,136],"about":[113,137],"parameters":[114,138],"DLM.":[117],"present":[120],"article,":[121],"we":[122],"propose":[123],"robust":[127],"estimators":[130,150],"ARE":[132],"providing":[134],"valid":[135],"taking":[142],"and":[144,158,166],"into":[146],"account.":[147],"These":[148],"are":[151],"used":[152],"construct":[154],"confidence":[155,164],"intervals,":[156],"t-":[157],"F-tests.":[159],"performance":[161,182],"these":[163],"intervals":[165],"tests":[167],"evaluated":[169],"empirically":[170],"through":[171],"Monte":[173],"Carlo":[174],"simulations.":[175],"simulation":[177],"results":[178],"reveal":[179],"attractive":[181],"proposed":[185],"estimators.":[188]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4}],"updated_date":"2026-03-07T13:37:22.277990","created_date":"2025-10-10T00:00:00"}
