Testing the Restrictions of the Almon Lag Technique
作者:
L.G. Godfrey,
D.S. Poskitt,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1975)
卷期:
Volume 70,
issue 349
页码: 105-108
ISSN:0162-1459
年代: 1975
DOI:10.1080/01621459.1975.10480269
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article considers testing the restrictions imposed by Almon's approach to estimation of distributed lag relationships. The conventional likelihood ratio test procedure requires that the regression equation be estimated in unrestricted form and then subject to the Almon restrictions. An alternative test is suggested which has the advantage of requiring only that the unrestricted version be estimated. The problem of selecting the order of the polynomial is discussed and a numerical example is presented.
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