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Autoregressive Distributed Lag Model of COVID-19 Infected Cases and Deaths

Journal of Statistics Applications & Probability, 2021
The primary objectives of the present study are to investigate the short- and long-term cointegration relationships between the cumulative number of new cases of COVID-19 infections (X) and the cumulative numbers of deaths due to COVID-19 (Y), to investigate the long-run equilibrium relationship between these variables using an autoregressive ...
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Diagonal Vector Autoregressive and Multivariate Autoregressive Distributed Lag Models and Their Variance Properties

International Conference on Statistics: Theory and Applications, 2023
Anthony Usoro, Emediong Udoh
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On the performance of autoregressive moving average polynomial distributed Lag model

Ife Journal of Science, 2016
This study focused on the performance of Autoregressive Moving Average Polynomial Distributed Lag Model among all other distributed lag models. Four modelsĀ  were considered; Distributed Lag (DL) model, Polynomial Distributed Lag (PDL) model, Autoregressive Polynomial Distributed Lag (ARPDL) model andĀ  Autoregressive Moving Average Polynomial ...
Ojo, JF, Aiyebutaju, MO
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Indian Fiscal Deficit in Autoregressive Distributed Lag (ARDL) Model

Advancement in Management and Technology
In this paper the author showed the trends of fiscal deficit and examined the short run and the long run nexus between fiscal deficit and gross domestic product per capita, inflation rate (CPI), external debt (% of GDP), unemployment rate (% of labour force), income inequality (income share difference between top 10% and bottom 50%), and military ...
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MODELLING CARBON DIOXIDE EMISSION IN INDIA USING AUTOREGRESSIVE DISTRIBUTED LAG MODELS

Advances and Applications in Statistics, 2023
S. Deepa, G. Vijayasree
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Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations

International Journal of Finance and Economics, 2023
Muhammad Kamran Khan   +1 more
exaly  

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