News

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 ...
Since dynamic regression equations are often obtained from rational distributed lag models and include several lagged values of the dependent variable as regressors, high order serial correlation in ...
The relationship between economic growth and sustainable energy in India and China is examined using the non-linear autoregressive distributed lag model. The empirical results show that economic ...
I propose using the autoregressive distributed lag model and bounds cointegration test as an approach to dealing with some of the most commonly encountered issues in time-series analysis. Through ...