| Autor: |
Lukman, Adewale F., Kibria, Golam B. M. |
| Předmět: |
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| Zdroj: |
Arab Journal of Basic & Applied Sciences; Dec 2021, Vol. 28 Issue 1, p406-412, 7p |
| Abstrakt: |
The Almon technique is widely used to estimate the parameters of the distributed lag model (DLM). The technique suffers a setback from the challenge of multicollinearity because the explanatory variables and their lagged values are often correlated. The Almon-Ridge estimator (A-RE) and Almon-Liu estimator (A-LE) were introduced as alternative estimators for efficient modelling. We developed a new method of estimating the coefficients of the DLM using the Almon-KL estimator (A-KLE). A-KLE dominates the other estimators considered in this study via theoretical findings, simulation design and two numerical examples. The estimators' performance was compared using the mean squared error. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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