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
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. (2018). Almon Lag. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_385
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DOI: https://doi.org/10.1057/978-1-349-95189-5_385
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Publisher Name: Palgrave Macmillan, London
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