Results 101 to 110 of about 3,200,857 (249)
Distributed Lag Interaction Models with Two Pollutants
Journal of the Royal Statistical Society Series C: Applied Statistics, 2018 SummaryDistributed lag models (DLMs) have been widely used in environmental epidemiology to quantify the lagged effects of air pollution on a health outcome of interest such as mortality and morbidity. Most previous DLM approaches consider only one pollutant at a time.
Chen, Yin‐hsiu +2 more
openaire +6 more sources
DYNAMICS IN THE MACROECONOMY AND THE U.S. AGRICULTURAL TRADE BALANCE [PDF]
The effects of the exchange rate and the income and money supply of the United States and its major trading partners on the U.S. agricultural trade balance are examined using an autoregressive distributed lag (ARDL) model.
Baek, Jungho, Koo, Won W.
core +1 more source
DETERMINANTS OF AGRICULTURAL PRODUCTIVITY GROWTH: A CASE STUDY OF SOUTH AFRICA FROM 1994 TO 2018
Prizren Social Science JournalThis paper applies the Autoregressive Distributed Lag model to analyse the long-run and short-run determinants of agricultural productivity growth in South Africa.
Nicky MOGASHOA +4 more
doaj +1 more source
A New Variant of RESET for Distributed Lag Models [PDF]
We propose a new variant of RESET that is appropriate for distributed lag models. Monte Carlo evidence on size and power strongly supports the use of the new variant instead of the traditional RESET.
Athanassios Stavrakoudis +1 more
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Operational Time and Seasonality in Distributed Lag Estimation [PDF]
The following paper discusses the analysis of some types of economic time series using an altered time scale, or operational time. It is argued that for some series, observations that are ordinarily thought of as equidistant in time are actually ...
Peter K. Clark
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Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints [PDF]
This paper derives an estimation procedure which, when the same distributed lag appears twice in an equation to be estimated by least-squares regression, identifies all of the relevant coefficients and lag weights and also constrains the two sets of ...
Benjamin M. Friedman, V. Vance Roley
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Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs [PDF]
In this paper, we investigate the problem of estimating distributed lags in short panels. Estimates of the parameter of distributed lag relationships based on single time-series of observations have been usually rather imprecise.
Ariel Pakes, Zvi Griliches
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Deriving the sampling errors of correlograms for general white noise
, 2005 We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples.
Buckley, A. M., Carozzi, T. D.
core +1 more source
Exchange Rate and Trade Balance: J-curve Effect [PDF]
This paper shows that exchange rate depreciation in Serbia improves trade balance in the long run, while giving rise to a J-curve effect in the short run.
Mirjana Gligorić, Pavle Petrović
core