A BAYESIAN HIERARCHICAL MODEL FOR CONSTRAINED DISTRIBUTED LAG FUNCTIONS: ESTIMATING THE TIME COURSE OF HOSPITALIZATION ASSOCIATED WITH AIR POLLUTION EXPOSURE [PDF]
, 2007 Numerous time series studies have provided strong evidence of an association between increased levels of ambient air pollution and increased levels of hospital admissions, typically at 0, 1, or 2 days after an air pollution episode. An important research
Dominici, Francesca +2 more
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An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) [PDF]
The paper investigates the impact of foreign exchange intervention in the Nigerian foreign exchange market using an Autoregressive Distributed Lag (ARDL) modeling approach.
Adebiyi, Michael Adebayo
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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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Does Public Scientific Research Complement Industry R&D Investment? The Case of NIH Supported Basic and Clinical Research and Pharmaceutical Industry R&D [PDF]
This research investigates the hypothesis that publicly funded scientific research complements private R&D investment in the pharmaceutical industry. New microlevel data on public research investment by the U.S.
Toole, Andrew A.
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Uncovered interest parity tests and exchange rate expectations [PDF]
Empirical studies reject uncovered interest parity. Experimental and survey data studies reject rational expectations and find evidence of adaptive, regressive, bandwagon and distributed lag expectations.
Marey,Philip S.
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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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Effect of temperature and air pressure on the incidence of Bell's palsy in Hangzhou: a distributed lag non-linear analysis. [PDF]
Sci Rep, 2023 Chen J +7 more
europepmc +1 more source
Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation [PDF]
Order selection based on criteria by Akaike (1974), AIC, Schwarz (1978), BIC or Hannan and Quinn (1979) HIC is often applied in empirical examples. They have been used in the context of order selection of weakly dependent ARMA models, AR models with unit
Javier Hidalgo
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ANALYSIS OF GOVERNMENT FARM SUBSIDIES ON FARMLAND CASH RENTAL RATES USING A FIXED EFFECT SPATIAL DISTRIBUTED LAG MODEL AND A TRANSLOG COST MODEL [PDF]
The objective of this study is to examine how factors such as government payments, soil productivity ratings, commodity selling price, corn and soybean production, and spatial attributes affect cash rental rates.
Griffin, Terry W., Lambert, Dayton M.
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Distributed lag interaction model with index modification. [PDF]
BiostatisticsDemateis D +7 more
europepmc +1 more source