نتایج جستجو برای: autoregressive distribution lags model ardl

تعداد نتایج: 2587661  

Journal: :International journal of economics 2022

Purpose: Tanzania is one of the mineral-rich countries giving corporate income tax (CIT) concessions to encourage foreign direct investment (FDI). Tanzania's mining industry remains enticing investors, owing its expanding diversity. This paper assesses impact in sector for period 1990 – 2020. The also sought analyse other determinants FDI namely, Political stability, Human capital and infrastru...

Journal: :Computational Statistics & Data Analysis 2009
Nivien Shafik Gerhard Tutz

Within the last years several methods for the analysis of nonlinear autoregressive time series have been proposed. As in linear autoregressive models main problems are model identification, estimation and prediction. A boosting method is proposed that performs model identification and estimation simultaneously within the framework of nonlinear autoregressive time series. The method allows to se...

2009
Muhammad Shahbaz Khalil Ahmad A. R. Chaudhary

This paper aims to investigate the impact of macroeconomic variables on economic growth after Structural Adjustment Program (SAP) in Pakistan. In doing so, study utilizes the quarterly time series data from 1990 to 2007. Advanced Autoregressive Distributed Lag model (ARDL) approach has been employed for co-integration and error correction model (ECM) for short-run results in the case of Pakista...

2010
I. G. McHale

Numerous time series studies have been conducted on the determinants of lottery (Lotto) sales in various countries. (See, for example, Beenstock and Haitovsky, 2001, Cook and Clotfelter, 1993, Walker and Young, 2001, and Forrest et al., 2000). One feature of the reported results is the persistence of lottery sales, as measured by the significance of a number of lags of the dependent variable, g...

2011
Abdul Rehman Hassan Mobeen Alam

Purpose – The purpose of this study is to analyze the role of infrastructure for and in ascertaining captivations of foreign direct investment (FDI). This work aims to investigate the effects of host country's infrastructure availability along with exchange rate and market size on inflows of FDI towards Pakistan. Design/methodology/approach – This study employs autoregressive distributed lag (A...

2016
Mobeen Ur Rehman Syed Muhammad Amir Shah

This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling beta estimation. Market integration variable between these two countries is constructed using the Intern...

Journal: :تحقیقات مالی 0
محمد حسن قلی زاده قاسم وحید پور

forecasting stock price had been paying attention to many analysts and stockholders. today, this issue more recent years has been do by new methods but new methods, good enough, not have analysis of description and changes effective variables on stock price whereas all this method rely on regression bases. ardl (autoregression distributed lag ) of one equation cumulative regression method obtai...

2011
Muhammad Shahbaz Mete Feridun

The present article uses the Autoregressive Distributed Lag (ARDL) bounds testing procedure to identify the long run equilibrium relationship between electricity consumption and economic growth. TodaYamamoto andWald-test causality tests have identified the direction of the causal relationship between these two variables in the case of Pakistan in the period between 1971 and 2008. Ng-Perron and ...

2016
Deshan Li Degang Yang

This paper uses an autoregressive distributed lag model (ARDL) to examine the dynamic impact of non-fossil energy consumption on carbon dioxide (CO2) emissions in China for a given level of economic growth, trade openness, and energy usage between 1965 and 2014. The results suggest that the variables are in a long-run equilibrium. ARDL estimation indicates that consumption of non-fossil energy ...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید