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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Almon, S. 1965. The distributed lag between capital appropriations and expenditures. Econometrica 33(1), January, 178–96.
Judge, G., Griffiths, W., Hill, R. and Lee, T. 1980. The Theory and Practice of Econometrics. New York: Wiley.
Kmenta, J. 1971. Elements of Econometrics. New York: Macmillan.
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© 1990 Palgrave Macmillan, a division of Macmillan Publishers Limited
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Waud, R.N. (1990). Almon Lag. In: Eatwell, J., Milgate, M., Newman, P. (eds) Econometrics. The New Palgrave. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-20570-7_3
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DOI: https://doi.org/10.1007/978-1-349-20570-7_3
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