CU Boulder News & Events

Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...
Scientific Research Publishing

Ayomitunde, A. T., George, O. A., Pereowei, A. B., & Olatunji, O. O. (2020). Exchange Rate Volatility and Trade Balance in Nigeria: An Autoregressive Distributed Lag Model ...

ABSTRACT: This research empirically investigated asymmetric effect for volatility of currency rate exchange on foreign direct investment, inflation and Balance of Trade in Nigeria. Quarterly data on ...
IEEE

Fadi Mohammed Alshannag

Annual Growth,Autoregressive Distributed Lag,Autoregressive Distributed Lag Approach,Autoregressive Distributed Lag Model,Cointegration Techniques,Cointegration Test,Constant Term,Dependent ...
IEEE

Bilal Eneizan

Annual Growth,Autoregressive Distributed Lag,Autoregressive Distributed Lag Approach,Autoregressive Distributed Lag Model,Cointegration Techniques,Cointegration Test,Constant Term,Dependent ...
JSTOR Daily

A Comparative Study of Alternative Estimators in a Distributed Lag Model

Hannan in "Regression for Time Series" [4] proposed an interesting method of estimating regression coefficients using spectral techniques, and later in "The Estimation of Relationship Involving ...