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ardl: Estimating autoregressive distributed lag and equilibrium correction models
16 references·13 citing·27 second hop
ardl: Estimating autoregressive distributed lag and equilibrium correction models (2023)ardl: Estimating autoregressive distribut…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Environment Kuznets curve for CO2 emissions: A cointegration analysis for China (2009)Environment Kuznets curve for…An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)An econometric study of CO2 e…Error-Correction–Based Cointegration Tests for Panel Data (2008)Error-Correction–Based Cointe…Estimation of Nonstationary Heterogeneous Panels (2007)Estimation of Nonstationary H…CO2 emissions, energy consumption, and output in France (2007)CO2 emissions, energy consump…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)The Trilemma in History: Trad…The Effect of Fixed Exchange Rates on Monetary Policy (2004)The Effect of Fixed Exchange …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Linkage and coordination: Industrial digital transformation from the perspective of innovation ecosystem (2025)Linkage and coordination: Ind…Measuring complex psychological and sociological constructs in large-scale text (2024)Measuring complex psychologic…Impact of digital transformation on financial stability in emerging markets: evidence from Ethiopia (2024)Impact of digital transformat…The short-run and long-run impacts of foreign aid and remittances on economic growth: Evidence from African countries (2023)The short-run and long-run im…Structural transformation and poverty alleviation in Sub-Saharan Africa countries: sectoral value-added analysis (2023)Structural transformation and…Nexus between CO2 emissions, renewable energy consumption, militarisation, and economic growth in South Africa: Evidence from using novel dynamic ARDL simulations (2023)Nexus between CO2 emissions, …Dynamic ARDL Simulations Effects of Fiscal Decentralization, Green Technological Innovation, Trade Openness, and Institutional Quality on Environmental Sustainability: Evidence from South Africa (2022)Dynamic ARDL Simulations Effe…Unemployment and the wage share: a long-run exploration for major mature economies (2021)Unemployment and the wage sha…Economic performance of Indonesia amidst CO2 emissions and agriculture: a time series analysis (2021)Economic performance of Indon…Does trade openness mitigate the environmental degradation in South Africa? (2021)Does trade openness mitigate …Disaggregating the environmental effects of renewable and non-renewable energy consumption in South Africa: fresh evidence from the novel dynamic ARDL simulations approach (2021)Disaggregating the environmen…Reconciling empirics on the political economy of the resource curse hypothesis. Evidence from long-run relationships between resource dependence, democracy and economic growth in Iran (2020)Reconciling empirics on the p…Examining the external-factors-led growth hypothesis for the South African economy (2020)Examining the external-factor…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Testing for a Unit Root in Time Series Regression (1988)A literature survey on energy–growth nexus (2009)Energy consumption, carbon emissions, and economic growth in China (2009)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 2009An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey1,662 cited
  • 2007CO2 emissions, energy consumption, and output in France1,407 cited
  • 2009Environment Kuznets curve for CO2 emissions: A cointegration analysis for China1,211 cited
  • 2004The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility912 cited
  • 2007Estimation of Nonstationary Heterogeneous Panels

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822 cited
  • 2004The Effect of Fixed Exchange Rates on Monetary Policy769 cited
  • 2008Error-Correction–Based Cointegration Tests for Panel Data768 cited
  • Cited by

    • 2021Does trade openness mitigate the environmental degradation in South Africa?146 cited
    • 2021Economic performance of Indonesia amidst CO2 emissions and agriculture: a time series analysis119 cited
    • 2022Dynamic ARDL Simulations Effects of Fiscal Decentralization, Green Technological Innovation, Trade Openness, and Institutional Quality on Environmental Sustainability: Evidence from South Africa119 cited
    • 2021Disaggregating the environmental effects of renewable and non-renewable energy consumption in South Africa: fresh evidence from the novel dynamic ARDL simulations approach114 cited
    • 2023Nexus between CO2 emissions, renewable energy consumption, militarisation, and economic growth in South Africa: Evidence from using novel dynamic ARDL simulations71 cited
    • 2020Examining the external-factors-led growth hypothesis for the South African economy37 cited
    • 2023Structural transformation and poverty alleviation in Sub-Saharan Africa countries: sectoral value-added analysis24 cited
    • 2024Impact of digital transformation on financial stability in emerging markets: evidence from Ethiopia24 cited
    • 2021Unemployment and the wage share: a long-run exploration for major mature economies23 cited
    • 2020Reconciling empirics on the political economy of the resource curse hypothesis. Evidence from long-run relationships between resource dependence, democracy and economic growth in Iran20 cited
    • 2025Linkage and coordination: Industrial digital transformation from the perspective of innovation ecosystem12 cited
    • 2023The short-run and long-run impacts of foreign aid and remittances on economic growth: Evidence from African countries8 cited
    • 2024Measuring complex psychological and sociological constructs in large-scale text2 cited