auto-regressive and distributed lag model
A comparison of genetic algorithm and auto -regressive distributed lag model in determination of total factors productivity growth in the agricultural sector of iran
... vector auto regression (VAR). In recent years, ARDL model has become increasingly popular in estimating economic function models due to the new approach developed by Pesaran and Shin (1999) and Pesaran and ...
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Growth Accounting for Saudi Arabia
... the auto-regressive distributed lag model (ARDL), the study establishes a co-integrating relationship between real gross domestic product (GDP), investment expenditure, labor force and ...
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Commodity Prices and Macroeconomic Variables in India: An Auto Regressive Distributed Lag (ARDL) Approach
... autoregressive distributed lag model (ARDL) suggested by Pesaran et ...the lag order of the model is ...ARDL model is ...
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Agricultural exports and the growth of agriculture in India
... Error-Correction Model over the period 1970–1971 to ...the Auto Regressive Distributed Lag bounds testing approach to co-integration show that there is a positive and stable long-run ...
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Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach
... using Auto- regressive Distributed Lag (ARDL)-bounds testing approach and unrestricted error correction model (UECM) to cointegration ...
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The impact of macroeconomic, oil prices and socio-economic factors on exchange rate in Pakistan: an auto regressive distributed lag approach
... ARDL approach primarily developed and familiarize by the researchers (Pesaran and Shin, 1995; 1998; Pesaran and Pesaran, 1997; Pesaran et al., 1996; 2001). This technique has three definite advantages in comparison with ...
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Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique
... The recently developed ARDL approach is used in empirical literature to determine the relationship among the variables. This study also employs this ARDL bounds testing approach in investigating the economic-energy ...
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Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
... implements Auto Regressive Distributed Lag (ARDL) approach to cointegration to examine the existence of a long-run relationship among the series: energy consumption, population, aggregate ...
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THE IMPACT OF HEALTH EXPENDITURE ON THE GROWTH OF THE NIGERIAN ECONOMY: THE ARDL APPROACH
... on Auto-regressive Distributed Lag (ARDL) Model approach and Error Correction Mechanism(ECM) ...the model takes sufficient numbers of lags to capture the data generating process ...
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The Antecedent of Domestic Investment in Indonesia: Auto Regressive Distributed Lag Approach
... ARDL model, this study found that the economic growth, inflation and real interest rates variables show a positive relationship and the exchange rate is negatively related in the short ...
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THE EFFECT OF EXCHANGE RATE DEREGULATION ON THE MANUFACTURING OUTPUT IN NIGERIA: AN AUTO-REGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH
... The rationale for the choice of the variables used in our model is the Cost of Innovation and Technology theory (earlier reviewed), proposed by Harris (2001).This theory hypothesized that exchange rate could ...
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Comparison between Cascade Forward and Multi-Layer Perceptron Neural Networks for NARX Functional Electrical Stimulation (FES)-Based Muscle Model
... prediction model can only be accepted when the residuals are randomly distributed (appears as white ...SI model, which leaving only un-modelled white noise as the ...
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Adaptive Signal Detection in Auto-Regressive Interference with Gaussian Spectrum
... It is also Notable that if the target model is generalized so that the target Doppler is assumed to be unknown, the likelihood ratio obtained in Eq. (15) must next be maximized over Ω. This maximization can not be ...
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ARX Parametric Model of a Regional Economy and Its Managerial Implications -A Case Study of Northern-East in China
... parametric model was developed in connection with the large delay characteristics of northern-east ...the model and managerial implications for the underlying northern-east economic ...
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Online Full Text
... tributed lag modeling is discussed in Section ...for distributed-lag estimation consists of about 1400 lines including comments, which gives an idea of the size of the required ...
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Forecasting Gold Price with Auto Regressive Integrated Moving Average Model
... ARIMA model encompasses predominantly three steps such as identification, estimation, and diagnostic ...ARIMA model, it is important to check the stationarity of ...regression model will be made by ...
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Design Of Embedded Pneumatic Controller With Proportional Valve
... Encoder sensors implemented in pneumatic actuators that use in a robotic manipulators in controlling the position using pneumatic actuators has been proposed by Chua et al. (2003). Gurley Model 8710 with 9,000 ...
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Stock Credibility Prediction Using Multilayer Perceptron and Statistical Computational Methodologies
... claim. Auto-Regressive Integrated Moving Averages (ARIMA) Model, for forecasting the future stock prices, is the key approach that has reinvigorated the research in the applications of Statistical ...
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Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
... normal and uniform distributions, N(, ), U[, ], respectively. For the ordinary autore- gressive model, we only forecast modal values based on the above fuzzy data. We compare the square sum of the forecast ...
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Forecasting macroeconomic variables using a structural state space model
... In particular, the first objective was achieved (in part) by showing how the charac- ter of a SVAR specification may be incorporated into a structural state space model. Furthermore, long run (inter) relationships ...
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