Almon-KL estimator for the distributed lag model
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DOI: 10.1080/25765299.2021.1989160
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... read more here.
Keywords: lag model; almon estimator; estimator distributed; distributed lag ... See more keywords