Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variable and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).
: Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe asso...
An illustration on methods for reducing estimates of bi-dimensional exposure-lag-response associatio...
Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe associ...
Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the depende...
A tutorial on the use of distributed lag non-linear models in time series analysis, illustrating the...
Error-correction, asymptotically normal inference, cointegration testing. JEL C22, C32,
R code reproducing the results published in an article on the extension of distributed lag linear an...
We review the literature on the Autoregressive Distributed Lag (ARDL) model, from its origins in the...
In this article, we introduce the R package dLagM for the implementation of distributed lag models a...
Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe associ...
In this article, we introduce the R package dLagM for the implementation of distributed lag models a...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...
This is the final version as it appears for the citation: Jordan, Soren and Andrew Q. Philips. 2018...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
: Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe asso...
An illustration on methods for reducing estimates of bi-dimensional exposure-lag-response associatio...
Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe associ...
Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the depende...
A tutorial on the use of distributed lag non-linear models in time series analysis, illustrating the...
Error-correction, asymptotically normal inference, cointegration testing. JEL C22, C32,
R code reproducing the results published in an article on the extension of distributed lag linear an...
We review the literature on the Autoregressive Distributed Lag (ARDL) model, from its origins in the...
In this article, we introduce the R package dLagM for the implementation of distributed lag models a...
Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe associ...
In this article, we introduce the R package dLagM for the implementation of distributed lag models a...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...
This is the final version as it appears for the citation: Jordan, Soren and Andrew Q. Philips. 2018...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
: Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe asso...
An illustration on methods for reducing estimates of bi-dimensional exposure-lag-response associatio...
Distributed lag non-linear models (DLNMs) represent a modeling framework to flexibly describe associ...
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