Results 181 to 190 of about 6,457 (215)

Adaptive LASSO estimation for ARDL models with GARCH innovations [PDF]

Econometric Reviews, 2015
In this paper we show the validity of the adaptive LASSO procedure in estimating stationary ARDL(p,q) models with GARCH innovations. We show that, given a set of initial weights, the adaptive Lasso selects the relevant variables with probability converging to one. Afterwards, we show that the estimator is oracle, meaning that its distribution converges
Medeiros, Marcelo C., Mendes, Eduardo Fonseca   +1 more
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Nonlinear ARDL Approach and the J-Curve Phenomenon

Open Economies Review, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bahmani-Oskooee, Mohsen, Fariditavana, Hadise   +1 more
openaire   +1 more source

The impact of environment degrading factors and remittances on health expenditure: an asymmetric ARDL and dynamic simulated ARDL approach

Environmental Science and Pollution Research, 2021
This paper investigates the impact of CO2 emissions, air pollution (PM2.5) exposure, foreign remittances, energy consumption, renewable energy consumption, trade openness, and gross domestic product per capita on health expenditure in a panel of the 27 highest emitting countries from 2000 to 2019.
Ghulam, Mujtaba, Saira, Ashfaq
openaire   +2 more sources

ARDL Modeling Using R Software

Journal of Current Trends in Computer Science Research
The goal of this paper is helping to apply ARDL models using the R software. We will cover its benefits, show how to use the packages and will make interesting recommendations for estimating models ARDL using R. This paper presents the dynamac package for the statistical language R, demonstrating its main functionalities in a step by step guide.
openaire   +1 more source

Foreign Inflows and Economic Development in Nigeria: An ARDL and Novel Dynamic ARDL Simulation Approach

2022
Several studies have been done on foreign inflows and economic development in Nigeria using various estimation techniques, but this study examined the effect of foreign inflows on economic development in Nigeria employing ARDL approach and the Novel dynamic ARDL simulation approach. Foreign Direct Investment was captured as physical investments made by
Ofierohor, Ufuoma Earnest, Ohale, Lawrence, Nkoro, Emeka   +2 more
openaire   +1 more source

Examining Environmental Sustainability in Italy: Evidence from ARDL and Non-linear ARDL Approaches

2022
Aamir Javed, Agnese Rapposelli
openaire   +1 more source

Trade Openness, Growth and Income Inequality: Case of Tunisia, an ARDL and PMG/ARDL Approach

European Journal of Science, Innovation and Technology
Trade openness has long been a major topic of debate, mainly because of the countless effects it can have on countries, particularly in terms of growth and wealth. While some see it as an efficient catalyst for growth, others claim that it contributes to the polarization of wealth without generating inclusive economic growth, resulting in the ...
BEN YOUNES, Hamza, BEN AMEUR, Fayçal
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EXCHANGE RATE PASS-THROUGH TO CONSUMER PRICES IN TURKEY: EVIDENCE FROM ARDL AND NONLINEAR ARDL APPROACHES

2023
Bu çalışma Türkiye’de enflasyon hedefleme döneminde (2007 Ocak-2021 Mayıs) döviz kurunun enflasyon üzerine etkisini ARDL ve NARDL modelleriyle analiz etmektedir. Doğrusal ARDL modeli, döviz kurundaki artışların enflasyon üzerinde uzun dönemde anlamlı ve önemli artışa neden olduğunu göstermiştir.
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Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL

Ecological Indicators, 2021
Zahoor Ahmed, Bin Zhang, Michael Cary
exaly  

ardl: Estimating autoregressive distributed lag and equilibrium correction models

The Stata Journal, 2023
Sebastian Kripfganz
exaly