Transcription of Autoregressive Distributed Lag (ARDL) cointegration ...
{{id}} {{{paragraph}}}
Example: biology
Autoregressive Distributed Lag (ARDL) cointegration ...
Journal of Statistical and Econometric Methods, , , 2016, 63-91. ISSN: 1792-6602 (print), 1792-6939 (online). Scienpress Ltd, 2016. Autoregressive Distributed Lag (ARDL). cointegration technique: application and interpretation Emeka Nkoro 1 and Aham Kelvin Uko 2. Abstract Economic analysis suggests that there is a long run relationship between variables under consideration as stipulated by theory. This means that the long run relationship properties are intact. In other words, the means and variances are constant and not depending on time. However, most empirical researches have shown that the constancy of the means and variances are not satisfied in analyzing time series variables. In the event of resolving this problem most cointegration techniques are wrongly applied, estimated, and interpreted.
cointegration technique: application and interpretation . Emeka Nkoro. 1. and Aham Kelvin Uko. 2 . Abstract . Economic analysis suggests that there is a long run relationship between variables under consideration as stipulated by theory. This means that the long run
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: