The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Almon Lag

  • Roger N. Waud
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_385

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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References

  1. Almon, S. 1965. The distributed lag between capital appropriations and expenditures. Econometrica 33(1): 178–196.CrossRefGoogle Scholar
  2. Judge, G., W. Griffiths, R. Hill, and T. Lee. 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

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Roger N. Waud
    • 1
  1. 1.