An autoregressive distributed-lag modelling approach to cointegration analysis
Year of publication: |
1998
|
---|---|
Authors: | Pesaran, M. Hashem ; Shin, Yongcheol |
Published in: |
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-63365-6. - 1998, p. 371-413
|
Subject: | ARDL | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory | Autokorrelation | Autocorrelation |
-
A multivariate autoregressive distributed lag unit root test
McNown, Robert F., (2023)
-
An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem, (1995)
-
Impact of trade openness on inflation in India : an Autoregressive Distributed Lag (ARDL) approach
Sahu, Priyanka, (2018)
- More ...
-
Testing for unit roots in heterogeneous panels
Im, KyungSo, (1995)
-
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem, (1997)
-
Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
- More ...