Almon-KL estimator for the distributed lag model
Joint Authors
Lukman, Adewale F.
Kibria, Golam B. M.
Source
Arab Journal of Basic and Applied Sciences
Issue
Vol. 28, Issue 1 (31 Dec. 2021), pp.406-412, 7 p.
Publisher
University of Bahrain College of Science
Publication Date
2021-12-31
Country of Publication
Bahrain
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Lukman, Adewale F.& Kibria, Golam B. M.. 2021. Almon-KL estimator for the distributed lag model. Arab Journal of Basic and Applied Sciences،Vol. 28, no. 1, pp.406-412.
https://search.emarefa.net/detail/BIM-1340645
Modern Language Association (MLA)
Lukman, Adewale F.& Kibria, Golam B. M.. Almon-KL estimator for the distributed lag model. Arab Journal of Basic and Applied Sciences Vol. 28, no. 1 (2021), pp.406-412.
https://search.emarefa.net/detail/BIM-1340645
American Medical Association (AMA)
Lukman, Adewale F.& Kibria, Golam B. M.. Almon-KL estimator for the distributed lag model. Arab Journal of Basic and Applied Sciences. 2021. Vol. 28, no. 1, pp.406-412.
https://search.emarefa.net/detail/BIM-1340645
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 411-412
Record ID
BIM-1340645
