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Almon-KL estimator for the distributed lag model

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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 var... Click to show full abstract

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 var...

Keywords: lag model; almon estimator; estimator distributed; distributed lag

Journal Title: Arab Journal of Basic and Applied Sciences
Year Published: 2021

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