Results 11 to 20 of about 70,827 (296)
Quantile autoregressive distributed lag model with an application to house price returns [PDF]
, 2009 This paper studies quantile regression in an autoregressive dynamic framework with exogenous stationary covariates. Hence, we develop a quantile autoregressive distributed lag model (QADL).
Galvao Jr, A. F. +2 more
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New evidence from NARDL model on CO2 emissions: Case of Morocco [PDF]
E3S Web of Conferences, 2021 The main objective of this study is to examine the effect of sickle energy consumption, renewable energy, and forest area on the emission of carbon dioxide (CO2) in Morocco.
Chikri Hassan +3 more
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Recent developments of the autoregressive distributed lag modelling framework [PDF]
Journal of Economic Surveys, 2021 AbstractWe review the literature on the autoregressive distributed lag (ARDL) model, from its origins in the analysis of autocorrelated trend stationary processes to its subsequent applications in the analysis of cointegrated non‐stationary time series.
Jin Seo Cho +2 more
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Latent carbon emission pricing model for Thailand: A nonlinear autoregressive distributed lag model
Energy Reports, 2022 Nowadays, many scientific researchers confirm that carbon emissions cause global warming. Accurate carbon emission pricing is a direct economic measure of greenhouse gas emissions’ actual cost or price.
Roengchai Tansuchat, Chia-Lin Chang
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PEMODELAN JUMLAH KASUS DEMAM BERDARAH DENGUE DENGAN MENGGUNAKAN MODEL AUTOREGRESSIVE DISTRIBUTED LAG
Jurnal Lebesgue, 2023 This study aims to model dengue hemorrhagic fever (DHF) cases with an autoregressive distributed lag (ARDL) model to investigate significant predictor variables in Bojonegoro Regency.
Denny Nurdiansyah, Agus Sulistiawan
doaj +1 more source
Exact tests in single equation autoregressive distributed lag models [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kiviet, J.F., Dufour, J-M.
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Anomaly Detection Method of BDS Signal-in-Space Based on Autoregressive Distributed Lag Model
IEEE Access, 2023 The signal-in-space (SIS) anomaly of BeiDou navigation satellite system (BDS) is an important factor affecting its high accuracy SIS quality assessment. Detecting and eliminating SIS anomaly is not only an important method to build SIS fault model of BDS,
Liang Liu +6 more
doaj +1 more source
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models [PDF]
Econometrica, 1998 Summary: Methods are proposed to build exact tests and confidence sets in the linear first-order autoregressive distributed lag model with i.i.d. disturbances. For general linear hypotheses on the regression coefficients, inference procedures are obtained which have known level.
Dufour, J.M., Kiviet, J.F.
openaire +3 more sources
E-Jurnal Matematika, 2020 The aim of this research is to determine the dynamic model equation of autoregressive distributed lag by using koyck method, to find out the effect of log US dollar exchange rate and log inflation on log stock price in 20142018, and to forecast value of ...
MAHMUDATUL AQIBAH +2 more
doaj +1 more source
SAGE Open, 2022 This paper attempts to investigate if the effect of oil price on growth is asymmetrical for Malaysia, a small-open-dynamic oil-exporting country, over a period from 1981 to 2017. The empirical method employed in this study is the augmented autoregressive
Karunanithi Kriskkumar +2 more
doaj +1 more source