Recent developments of the autoregressive distributed lag modelling framework-Reference-Cited by-同舟云学术

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Recent developments of the autoregressive distributed lag modelling framework

Published:2021-08-03 Issue: Volume: Page:
ISSN:0950-0804
Container-title:Journal of Economic Surveys
language:en
Short-container-title:Journal of Economic Surveys

Author:

Cho Jin Seo¹²^ORCID,Greenwood‐Nimmo Matthew³⁴^ORCID,Shin Yongcheol⁵^ORCID

Affiliation:

1. School of Humanities and Social Sciences Beijing Institute of Technology, Haidan Beijing China

2. School of Economics Yonsei University Seodaemun‐gu Seoul Korea

3. Faculty of Business and Economics University of Melbourne Carlton VIC Australia

4. Centre for Applied Macroeconomic Analysis Australian National University Canberra ACT Australia

5. Department of Economics and Related Studies University of York, Heslington York UK

Funder

Economic and Social Research Council

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/joes.12450

Reference68 articles.

1. The distributed lag between capital appropriations and expenditures;Almon S;Econometrica,1965

2. Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices;Aquaro M.;Journal of Applied Econometrics,2021

3. Testing linearity using power transforms of regressors;Baek Y. I.;Journal of Econometrics,2015

4. Bai J. &Li K.(2013).Spatial panel data models with common shocks. MPRA Paper 52786 University Library of Munich Germany.

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