Specification of the ARDL Model

Francis J. Bismans () and Olivier Damette ()
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Francis J. Bismans: University of Lorraine
Olivier Damette: University of Lorraine

Chapter Chapter 6 in Dynamic Econometrics, 2025, pp 169-196 from Springer

Abstract: Abstract The purpose of this chapter is to show how to specify a linear dynamic model such as the autoregressive model with distributed lags. It will also develop a number of tests that will enable the appropriateness of the specification chosen to be assessed. Finally, an in-depth example of electricity demand modelling will be given.

Date: 2025
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DOI: 10.1007/978-3-031-72910-2_6

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