نتایج جستجو برای: autoregressive distribution lags model ardl
تعداد نتایج: 2587661 فیلتر نتایج به سال:
This paper examines the causality between income inequality and crime in Malaysia for the period 1973-2003. Autoregressive Distributed Lag (ARDL) bounds testing procedure is employed to (1) analyze the impact of income inequality on various categories of criminal activities as well as to (2) analyze the impact of various categories of criminal activities on income inequality. Interestingly our ...
This paper reviews some basic time series concepts then demonstrates how the basic techniques can be extended and applied to some interesting data sets. INTRODUCTION Data taken over time often exhibit autocorrelation, This is a phenomenon in which positive deviations from a mean are followed by positive and negative by negative or, in the case of negative autocorrelation, positive deviations te...
In this paper, for the first time, we investigate relationship between infrastructure and sectoral distribution of FDI inflow in China. We use Estimating Autoregressive Distributed Lag (ARDL) bound testing Vector Error Correction Model (VECM) procedures estimation. To unmask shortcomings previous literature, a composite index with more than 30 indicators. The results show that there is long-run...
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global fertilizer prices. The empirical result...
Due to drought and climate change, estimation and prediction of rainfall is quite important in various areas all over the world. In this study, a novel artificial intelligence (AI) technique (WGEP) was developed to model long-term rainfall (67 years period) in Anzali city for the first time. This model was combined using Wavelet Transform (WT) and Gene Expression Programming (GEP) model. Firstl...
Investing in research and development spending (R&D) affects total factor productivity (TFP).Recently new theories of economic growth have emphasized the relationship between R&D and TFPand also identified a number of channels through which a country’s R&D affects TFP of its tradepartner. This study seeks to estimate the effect of agricultural R&D and education spending and someother factors on...
RATIONALE Time series analysis has seen limited application in the biomedical Literature. The utility of conventional and advanced time series estimators was explored for intensive care unit (ICU) outcome series. METHODS Monthly mean time series, 1993-2006, for hospital mortality, severity-of-illness score (APACHE III), ventilation fraction and patient type (medical and surgical), were genera...
This study examined the impact of trade liberalization on manufacturing sector performance in Nigeria from 1970 to 2018. A multiple regression model was developed achieve study’s objectives with real growth rate (RMGR) as proxy for performance. Import penetration, export dummy variable structural adjustment programme alongside other control variables were used. Using Autoregressive Distributed ...
The activity of spiking neurons is frequently described by renewal point process models that assume the statistical independence and identical distribution of the intervals between action potentials. However, the assumption of independent intervals must be questioned for many different types of neurons. We review experimental studies that reported the feature of a negative serial correlation of...
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