000340281 001__ 340281
000340281 005__ 20240229054318.0
000340281 022__ $$a1536-8634
000340281 0247_ $$2doi$$a10.22004/ag.econ.340281
000340281 037__ $$a199-2024-655
000340281 041__ $$aeng
000340281 245__ $$aCointegration testing and dynamic simulations of autoregressive distributed lag models
000340281 260__ $$c2018-10
000340281 269__ $$a2018-10
000340281 336__ $$aJournal Article
000340281 520__ $$aIn this article, we introduce dynamac, a suite of commands designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models and in testing for cointegration. We discuss the bounds cointegration test proposed by Pesaran, Shin, and Smith (2001, Journal of Applied Econometrics 16: 289–326), which we have adapted into a command. Because the resulting models can be dynamically complex, we follow the advice of Philips (2018, American Journal of Political Science 62: 230–244) by introducing a flexible command designed to dynamically simulate and plot a variety of types of autoregressive distributed lag models, including error-correction models.
000340281 546__ $$aEnglish
000340281 650__ $$aResearch and Development/Tech Change/Emerging Technologies
000340281 6531_ $$ast0545
000340281 6531_ $$adynamac
000340281 6531_ $$apssbounds
000340281 6531_ $$adynardl
000340281 6531_ $$acointegration
000340281 6531_ $$adynamic modeling
000340281 6531_ $$aautoregressive distributed lag
000340281 6531_ $$aerror correction
000340281 700__ $$aJordan, Soren
000340281 700__ $$aPhilips, Andrew Q.
000340281 773__ $$j18$$k4$$q902$$o923$$tStata Journal
000340281 8560_ $$fbecke073@umn.edu
000340281 8564_ $$993981f5a-ecce-4d3d-850c-52499200d2c1$$s296580$$uhttps://ageconsearch.umn.edu/record/340281/files/Jordan.pdf
000340281 909CO $$ooai:ageconsearch.umn.edu:340281$$pGLOBAL_SET
000340281 913__ $$aBy depositing this Content ('Content') in AgEcon Search, I agree that  I am solely responsible for any consequences of uploading this Content to AgEcon Search and making it publicly available, and I represent and warrant that: I am either the sole creator and the owner of the copyrights and all other rights in the Content; or, without obtaining another’s permission, I have the right to deposit the Content in an archive such as AgEcon Search. To the extent that any portions of the Content are not my own creation, they are used with the copyright holder’s express permission or as permitted by law. Additionally, the Content does not infringe the copyrights or other intellectual property rights of another, nor does the Content violate any laws or another’s rights of privacy or publicity. The Content contains no restricted, private, confidential, or otherwise protected data or information that should not be publicly shared. I understand that AgEcon Search will do its best to provide perpetual access to my Content. In order to support these efforts, I grant the Regents of the University of Minnesota ('University'), through AgEcon Search, the following non-exclusive, irrevocable, royalty-free, world-wide rights and licenses: to access, reproduce, distribute and publicly display the Content, in whole or in part, in order to secure, preserve and make it publicly available, and to make derivative works based upon the Content in order to migrate the Content to other media or formats, or to preserve its public access. These terms do not transfer ownership of the copyright(s) in the Content. These terms only grant to the University the limited license outlined above.
000340281 980__ $$a199