DYNAMIC SPECIFICATION AND LINEAR TRANSFORMATIONS OF THE AUTOREGRESSIVE-DISTRIBUTED LAG MODEL

被引：0
|
作者：
BANERJEE, A
GALBRAITH, JW
DOLADO, J
机构：
[1] MCGILL UNIV,DEPT ECON,MONTREAL H3A 2T5,QUEBEC,CANADA
[2] BANCO ESPANA,E-28014 MADRID,SPAIN
来源：
OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1990年 / 52卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：95 / 104
页数：10
相关论文
共 50 条
  • [31] An Empirical Study on China's Growth of Property Insurance by Autoregressive Distributed Lag Model
    Yu Jiamin
    [J]. PROCEEDINGS OF 2012 CHINA INTERNATIONAL CONFERENCE ON INSURANCE AND RISK MANAGEMENT, 2012, : 753 - 760
  • [32] Establishment of autoregressive distributed lag model in thermal error compensation of CNC machine tools
    Yao, Huanxin
    Niu, Pengcheng
    Gong, Yayun
    Shao, Shanmin
    Miao, Enming
    [J]. Nongye Jixie Xuebao/Transactions of the Chinese Society for Agricultural Machinery, 2013, 44 (03): : 246 - 250
  • [33] Household consumption and exchange rate extreme dynamics: Multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
    Uche, Emmanuel
    Chang, Bisharat Hussain
    Effiom, Lionel
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2023, 28 (03) : 3437 - 3450
  • [34] Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach
    Shahabad, Rasool Dehghanzadeh
    Balcilar, Mehmet
    [J]. MATHEMATICS, 2022, 10 (10)
  • [35] The link between urbanization and air pollution in Turkey: evidence from dynamic autoregressive distributed lag simulations
    Aslan, Alper
    Altinoz, Buket
    Ozsolak, Baki
    [J]. ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, 2021, 28 (37) : 52370 - 52380
  • [36] On the sustainability of growth from energy consumption: Empirical evidence from a dynamic autoregressive distributed lag simulation
    Bello, Mufutau Opeyemi
    Ch'ng, Kean Siang
    [J]. ENERGY REPORTS, 2022, 8 : 10219 - 10229
  • [37] Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models
    Philips, Andrew Q.
    [J]. AMERICAN JOURNAL OF POLITICAL SCIENCE, 2018, 62 (01) : 230 - 244
  • [38] The link between urbanization and air pollution in Turkey: evidence from dynamic autoregressive distributed lag simulations
    Alper Aslan
    Buket Altinoz
    Baki Ozsolak
    [J]. Environmental Science and Pollution Research, 2021, 28 : 52370 - 52380
  • [39] On the sustainability of growth from energy consumption: Empirical evidence from a dynamic autoregressive distributed lag simulation
    Bello, Mufutau Opeyemi
    Ch'ng, Kean Siang
    [J]. ENERGY REPORTS, 2022, 8 : 10219 - 10229
  • [40] Anomaly Detection Method of BDS Signal-in-Space Based on Autoregressive Distributed Lag Model
    Liu, Liang
    Liu, Huichao
    Wang, Ershen
    Yu, Tengli
    Jia, Shiyu
    Long, Teng
    Sun, Xinhui
    [J]. IEEE ACCESS, 2023, 11 : 62652 - 62661
12345