Recent developments of the autoregressive distributed lag modelling framework

Jin Seo Cho (), Matthew Greenwood‐Nimmo and Yongcheol Shin

Journal of Economic Surveys, 2023, vol. 37, issue 1, 7-32

Abstract: We review the literature on the autoregressive distributed lag (ARDL) model, from its origins in the analysis of autocorrelated trend stationary processes to its subsequent applications in the analysis of cointegrated non‐stationary time series. We then survey several recent extensions of the ARDL model, including asymmetric and non‐linear generalisations of the ARDL model, the quantile ARDL model, the pooled mean group dynamic panel data model and the spatio‐temporal ARDL model.

Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
https://doi.org/10.1111/joes.12450

Related works:
Working Paper: Recent Developments of the Autoregressive Distributed Lag Modelling Framework (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0950-0804

Access Statistics for this article

More articles in Journal of Economic Surveys from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().