ScholarLens Back to search
2018•RePEc: Research Papers in EconomicsRequires access

DYNARDL: Stata module to dynamically simulate autoregressive distributed lag (ARDL) models

Soren Jordan, Andrew Philips

Open publisher page 12 citations

Abstract

dynardl is a program to produce dynamic simulations of autoregressive distributed lag (ARDL) models. See Philips (Am.J.Pol.Sci., 2018) for a discussion of this approach, especially in regards to the error-correction ARDL representation of Pesaran, Shin, and Smith (J. Applied Econometrics, 2001). See Jordan and Philips (Stata J., in press) for an in-depth discussion of this program.

About this research paper

What this paper is about

dynardl is a program to produce dynamic simulations of autoregressive distributed lag (ARDL) models. See Philips (Am.J.Pol.Sci., 2018) for a discussion of this approach, especially in regards to the error-correction ARDL representation of Pesaran, Shin, and Smith (J. Applied Econometrics, 2001). See Jordan and Philips (Stata J., in press) for an in-depth discussion of this program.

Why it matters

OpenAlex reports 12 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

dynardl is a program to produce dynamic simulations of autoregressive distributed lag (ARDL) models. See Philips (Am.J.Pol.Sci., 2018) for a discussion of this approach, especially in regards to the error-correction ARDL representation of Pesaran, Shin, and Smith (J. Applied Econometrics, 2001). See Jordan and Philips (Stata J., in press) for an in-depth discussion of this program.

Key concepts: Distributed lag, Autoregressive model, Lag, Econometrics, STAR model, Representation (politics), Computer science, Economics

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
DYNARDL: Stata module to dynamically simulate autoregressive distributed lag (ARDL) models — Research Paper | ScholarLens