Author:
Hammoudeh Shawkat,Mensi Walid,Cho Jin Seo
Funder
National Research Foundation of Korea
Ministry of Education
Subject
General Economics, Econometrics and Finance,General Business, Management and Accounting
Reference22 articles.
1. Quantile cointegration in the autoregressive distributed lag modeling framework;Cho;J. Econom.,2015
2. Consistent Two-step Estimation of the Nonlinear Autoregressive Distributed Lag Model:;Cho,2020
3. Recent developments of the autoregressive distributed lag modelling framework;Cho;J. Econ. Surv.,2021
4. Distribution of the estimators for autoregressive time series with a unit root;Dickey;J. Am. Stat. Assoc.,1979
5. Co-integration and error correction: representation, estimation and testing;Engle;Econometrica,1987
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