Results 31 to 40 of about 68,570 (162)

Dynamic models in space and time [PDF]

This paper presents a first-order autoregressive distributed lag model in both space and time. It is shown that this model encompasses a wide series of simpler models frequently used in the analysis of space-time data as well as models that better fit ...
Elhorst, J.P.
core   +1 more source

MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ADL) PADA DATA HARGA SAHAM

Bimaster : Buletin Ilmiah Matematika, Statistika dan Terapannya, 2019
Harga saham adalah sejumlah nilai dalam mata uang rupiah yang terbentuk berdasarkan penawaran jual dan permintaan beli efek yang dilakukan oleh anggota Bursa Efek di Bursa Efek Indonesia (BEI). PT. AKR Corporindo Tbk adalah salah satu perusahaan swasta terbesar di Indonesia yang mendistribusikan dan memperdagangkan bahan bakar dan bahan kimia dasar ...
openaire   +2 more sources

Public Health Expenditures and Health Outcomes in Pakistan: Evidence from Quantile Autoregressive Distributed Lag Model. [PDF]

Risk Manag Healthc Policy, 2021
Ullah I, Ullah A, Ali S, Poulova P, Akbar A, Haroon Shah M, Rehman A, Zeeshan M, Afridi FEA.   +8 more
europepmc   +1 more source

Impact of Financial Liberalization on Financial Depth in Iraq [PDF]

This paper examines the Mackinnon-Show hypothesis i.e. financial liberalization promotes financial depth in case of Iraq. Iraq launched a comprehensive program of economic and financial liberalization since 2003.
Ammar Hamad Khalaf
core  

The asymmetric nexus between air pollution and COVID-19: Evidence from a non-linear panel autoregressive distributed lag model. [PDF]

Environ Res, 2022
Wen C, Akram R, Irfan M, Iqbal W, Dagar V, Acevedo-Duqued Á, Saydaliev HB.   +6 more
europepmc   +1 more source

The Impacts of Ethanol on the US Catfish Farm Sector [PDF]

In this study, we estimated catfish feed and farm price reduced form equations. Of particular importance was the impact of the recent increase in grain prices induced by ethanol production on feed cost and farm prices.
Herndon, Cary W., Jr., Muhammad, Andrew, Zheng, Hualu   +2 more
core   +1 more source

ADL tests for threshold cointegration [PDF]

In this paper, we propose new tests for threshold cointegration in the autoregressive distributed lag (ADL) model. The indicators in the threshold model are based on either a nonstationary or stationary threshold variable.
Jing Li, Junsoo Lee
core  

Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited [PDF]

The paper documents and illustrates state space methods that implement time series disaggregation by regression methods, with dynamics that depend on a single autoregressive parameter.
Tommaso Proietti
core  

Comparing forecasting effectiveness through air travel data [PDF]

, 2006
Airline traffic forecasting in the medium term is important to airlines and regulatory authorities that attempt to plan and schedule capacity. This study examines a number of alternative approaches to forecasting short to medium term (1 to 3 years) air ...
Ismail, Suzilah, Tuan Muda, Tuan Zalizam
core  

Autocovariances and Autocorrelation Properties of Diagonal Vector Autoregressive and Multivariate Autoregressive Distributed Lag Models

African Journal of Mathematics and Statistics Studies
The primary aim of this study was to conduct a comparative analysis of the performance of parsimonious models, specifically the Diagonal Vector Autoregressive (VAR) and Multivariate Autoregressive Distributed Lag (MARDL) Models, using their respective Autocovariance and Autocorrelation properties.
Emediong D. Udoh, Anthony E. Usoro
openaire   +1 more source