[PDF][PDF] Two-step estimation of the nonlinear autoregressive distributed lag model
JS Cho, M Greenwood-Nimmo… - Economic Research …, 2019 - jinseocho.github.io
We consider estimation of and inference on the nonlinear autoregressive distributed lag
(NARDL) model, which is a single-equation error correction model that allows for asymmetry …
(NARDL) model, which is a single-equation error correction model that allows for asymmetry …