Problems in Applying Dynamic Panel Data Models: Theoretical and Empirical Findings [PDF]
The objective of this paper is twofold: First, the applicability of a widely used dynamic model, the autoregressive distributed lag model (ARDL), is scrutinized in a panel data setting. Second, Chile’s development of market shares in the EU market in the
Dierk Herzer +3 more
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On Distributed Lags in Dynamic Panel Data Models: Evidence from Market Shares [PDF]
The objective of this paper is twofold: First, the applicability of a widely used dynamic model, the autoregressive distributed lag model (ARDL), is scrutinized in a panel data setting. Second, Chile’s development of market shares in the EU market in the
Dierk Herzer +3 more
core
An investigation on trade openness, fiscal policy and economic growth in Malaysia: Using an ARDL bounds testing approach [PDF]
, 2009 This study examines the impacts of trade openness and fiscal policy on economic growth in Malaysia between 1970 and 2003 using the autoregressive distributed lag (ARDL) approach and bounds test as proposed by Pesaran et al. (2001).
Abdullah, Hussin +1 more
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Score-driven dynamic patent count panel data models [PDF]
, 2016 This paper suggests new Dynamic Conditional Score (DCS) count panel data models. We compare the statistical performance of static model, finite distributed lag model, exponential feedback model and different DCS count panel data models.
Blazsek, Szabolcs, Escribano, Álvaro
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Long Run and Short Effects in Static Panel Models [PDF]
For short and fat panels the Mundlak model can be viewed as an approximation of a general dynamic autoregressive distributed lag model. We give an exact interpretation of short run and long effects and provide simulations to assess the quality of the ...
Michael Pfaffermayr, Peter Egger
core
Econometric analysis of high dimensional VARs featuring a dominant unit [PDF]
This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension
Chudik, Alexander, Pesaran, Hashem
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On the Dynamic Relationship between U.S. Farm Income and Macroeconomic Variables [PDF]
This study examines the short- and long-run effects of changes in macroeconomic variables—agricultural commodity prices, interest rates and exchange rates—on the U.S. farm income.
Baek, Jungho, Koo, Won W.
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Dynamic Effects of Grain and Energy Prices on the Catfish Feed and Farm Sectors [PDF]
This study examines the dynamic effects of grain prices and energy prices on catfish feed prices and the price of food-sized catfish at the farm level. Using the autoregressive distributed lag model and bounds testing procedure, a long-run relationship ...
Muhammad, Andrew, Zheng, Hualu
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Innovations orthogonalization: a solution to the major pitfalls of EEG/MEG "leakage correction" [PDF]
, 2017 The problem of interest here is the study of brain functional and effective connectivity based on non-invasive EEG-MEG inverse solution time series. These signals generally have low spatial resolution, such that an estimated signal at any one site is an ...
Biscay, Rolando J. +8 more
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The Hypothetical Psychological Impact of the COVID-19 Pandemic on Pediatrics and Pediatric Emergency Admissions: Evidence from Autoregressive Distributed Lag Model Method. [PDF]
Eurasian J Med, 2023 Genç Kavas H, Şengönül A.
europepmc +1 more source