K-distributed Lag Model

The K-distributed lag model is a statistical modeling technique used in econometrics and time series analysis to represent the effect of an independent variable on a dependent variable over multiple periods. It assumes that the impact of a shock or change in the independent variable does not occur instantaneously but rather dissipates gradually over time, following a specific distribution pattern.

Written By: author avatar Tumisang Bogwasi
author avatar Tumisang Bogwasi
Tumisang Bogwasi, Founder & CEO of Brimco. 2X Award-Winning Entrepreneur. It all started with a popsicle stand.

What is K-distributed Lag Model?

The K-distributed lag model is a statistical modeling technique used in econometrics and time series analysis to represent the effect of an independent variable on a dependent variable over multiple periods. It assumes that the impact of a shock or change in the independent variable does not occur instantaneously but rather dissipates gradually over time, following a specific distribution pattern. This gradual effect is often referred to as an

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Tumisang Bogwasi

Tumisang Bogwasi, Founder & CEO of Brimco. 2X Award-Winning Entrepreneur. It all started with a popsicle stand.