Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of ...

Hannan in "Regression for Time Series" [4] proposed an interesting method of estimating regression coefficients using spectral techniques, and later in "The Estimation of Relationship Involving ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...

This example shows the use of the %PDL macro for polynomial distributed lag models. Simulated data is generated so that Y is a linear function of six lags of X, with the lag coefficients following a ...

In a recent study posted to the medRxiv* preprint server, an interdisciplinary team of researchers from the United States (US) assessed predictions of the laboratory-confirmed coronavirus disease 2019 ...

The relationship between economic growth and sustainable energy in India and China is examined using the non-linear autoregressive distributed lag model. The empirical results show that economic ...