Almon Lag

  • Roger N. Waud
Part of the The New Palgrave book series

Abstract

The Almon distributed lag, due to Shirley Almon (1965), is a technique for estimating the weights of a distributed lag by means of a polynomial specification.

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Bibliography

  1. Almon, S. 1965. The distributed lag between capital appropriations and expenditures. Econometrica 33(1), January, 178–96.Google Scholar
  2. Judge, G., Griffiths, W., Hill, R. and Lee, T. 1980. The Theory and Practice of Econometrics. New York: Wiley.Google Scholar
  3. Kmenta, J. 1971. Elements of Econometrics. New York: Macmillan.Google Scholar

Copyright information

© Palgrave Macmillan, a division of Macmillan Publishers Limited 1990

Authors and Affiliations

  • Roger N. Waud

There are no affiliations available

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