Almon-KL estimator for the distributed lag model

نویسندگان

چکیده

The Almon technique is widely used to estimate the parameters of distributed lag model (DLM). suffers a setback from challenge multicollinearity because explanatory variables and their lagged values are often correlated. Almon-Ridge estimator (A-RE) Almon-Liu (A-LE) were introduced as alternative estimators for efficient modelling. We developed new method estimating coefficients DLM using Almon-KL (A-KLE). A-KLE dominates other considered in this study via theoretical findings, simulation design two numerical examples. estimators’ performance was compared mean squared error.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Distributed Lag Estimator with Piecewise Monotonic Coefficients

Linearly distributed-lag models as a time series tool have very useful applications in many disciplines. In these models, the dependent variable depends on one independent variable and its lags. The specification of the lag coefficients is a crucial question to the efficacy of a model. A new approach is proposed for the estimation of lag coefficients subject to the condition that the sequence o...

متن کامل

A linearly distributed lag estimator with r-convex coefficients

The purpose of linearly distributed lag models is to estimate, from time series data, values of the dependent variable by incorporating prior information of the independent variable. A least-squares calculation is proposed for estimating the lag coefficients subject to the condition that the rth differences of the coefficients are non-negative, where r is a prescribed positive integer. Such pri...

متن کامل

Role of Price on Replanting Decisions of Rubber: An Application of Almon Lag Model

Rubber is one of the major plantation crops cultivated in Sri Lanka. It gives an environmental service apart from its economic potential. To have a continuous supply of rubber, it is vital that the balance between mature and immature rubber stands be maintained in the long run. In order to do this, at least 3% of the total area under rubber needs to be re-planted annually. However, in the recen...

متن کامل

the use of appropriate madm model for ranking the vendors of mci equipments using fuzzy approach

abstract nowadays, the science of decision making has been paid to more attention due to the complexity of the problems of suppliers selection. as known, one of the efficient tools in economic and human resources development is the extension of communication networks in developing countries. so, the proper selection of suppliers of tc equipments is of concern very much. in this study, a ...

15 صفحه اول

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Arab journal of basic and applied sciences

سال: 2021

ISSN: ['2576-5299']

DOI: https://doi.org/10.1080/25765299.2021.1989160