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A simple, flexible distributed lag technique : the polynomial inverse lag
Mitchell, Douglas W.; Speaker, Paul J. - In: Journal of econometrics 31 (1986) 3, pp. 329-340
Persistent link: https://www.econbiz.de/10003632682
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
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Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
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An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan; McNown, Robert F.; Khoon, Goh Soo - In: Economic modelling 80 (2019), pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
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Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model
Majid, Muhammad Shabri Abdul; Rosylin Mohd. Yusof - In: Humanomics 25 (2009) 2, pp. 127-141
Persistent link: https://www.econbiz.de/10003903018
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Nonparametric lag selection for additive models based on the smooth backfitting estimator
Guo, Zheng-feng; Cao, Ling Yan; He, Ying - In: Theoretical economics letters 1 (2011) 2, pp. 15-17
Persistent link: https://www.econbiz.de/10009541987
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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Do long-memory models have long memory?
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 29-40). 1998
Persistent link: https://www.econbiz.de/10001440033
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Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326