Almon-KL estimator for the distributed lag model
The Almon technique is widely used to estimate the parameters of the distributed lag model (DLM). The technique suffers a setback from the challenge of multicollinearity because the explanatory variables and their lagged values are often correlated. The Almon-Ridge estimator (A-RE) and Almon-Liu est...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2021-01-01
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| Series: | Arab Journal of Basic and Applied Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/25765299.2021.1989160 |