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.
This chapter was originally published in The New Palgrave: A Dictionary of Economics, 1st edition, 1987. Edited by John Eatwell, Murray Milgate and Peter Newman
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References
Almon, S. 1965. The distributed lag between capital appropriations and expenditures. Econometrica 33(1): 178–196.
Judge, G., W. Griffiths, R. Hill, and T. Lee. 1980. The theory and practice of econometrics. New York: Wiley.
Kmenta, J. 1971. Elements of econometrics. New York: Macmillan.
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Waud, R.N. (1987). Almon Lag. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95121-5_385-1
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DOI: https://doi.org/10.1057/978-1-349-95121-5_385-1
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Publisher Name: Palgrave Macmillan, London
Online ISBN: 978-1-349-95121-5
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