阿尔蒙滞后型式 Almon's lag scheme 发表评论(0) 编辑词条

This model(模型） allows the data to determine the shape of the lag structure, but the researcher must specify the maximum lag length(最大滞后长度); an incorrectly specified maximum lag length can distort the shape of the estimated lag structure as well as the cumulative effect of the independent variable. The Almon lag assumes that k+1 lag weights are related to n+1 linearly estimable underlying parameters (n<k)aj When it is assumed that the b coefficients are polynomially distributed according to a finite time lag(有限滞后), we call these Almon lags.