In the present article, we introduce a new true integer valued autoregressive model of order one TPDINAR(1) for data sets on Z and either positive or negative correlations based Poisson difference (Skellam) marginal distribution using random walk variable (It). Properties are derived. We consider several methods estimating unknown parameters model, their properties discussed. Simulations carrie...

this paper investigates the forecasting performance of different time-varying bvar models for iranian inflation. forecast accuracy of a bvar model with litterman’s prior compared with a time-varying bvar model (a version introduced by doan et al., 1984); and a modified time-varying bvar model, where the autoregressive coefficients are held constant and only the deterministic components are allo...

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian αstable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the parameters of the autoregressive model equation and the parameters of the stable noise distribution. The estimators for the autoregressive parameters are n-consistent ...

Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p) model, is estimated for six high arson Census tracts in the stat...

Financial inclusion has become a policy agenda for financial stability and sustainable economic growth the developing world. However, there seems to be lack of consensus across literature on relationships between inclusion, growth. Given divergent views, this paper aims examine causal in Sub-Saharan African (SSA) countries. In study, panel data were used twenty six selected SSA economies princi...

Introduction: The relationship between fossil fuel energy resources and environmental degradation has been quantified from theoretical empirical perspectives. However, none of these studies considered the conditioning role played by institutions in nexus, especially for BRICS countries. Therefore, current study examines moderating institutional quality using annual data 1996–2018 Method: employ...

This study aims to examine the effect of investment and consumption spending on Indonesia’s economic growth. The data used is the quarterly time series data from the first quarter of year 2003 to the fourth quarter of year 2013, comprising consumption spending, investment and economic growth. For the purpose of analysis, the autoregressive distributed lag (ARDL) model is used. The result of the...

According to the Economic Complexity Index, Japan was number 1 most complex economy in world. In addition complexity, pledges reduce emissions by boosting cleaner energy sources. This study simulates two policies highlight a path for achieving this ambitious and environmental target. The novel dynamic autoregressive distribution lag (ARDL) model Kernel-based regularized least squares (KRLS) are...

This study aims to determine the effect of Islamic banking on economic growth in Turkey by comparing it with conventional banking. In study, quarterly time series covering period 2005Q4 2018Q4 and Autoregressive Distributed Lag Model (ARDL) developed Pesaran, Shin Smith (2001) are used. According estimated long-run coefficients from ARDL model, elasticity GDP respect credit is equal 0.106 % 0.0...

his study attempts to examine the empirical relationship between gasoline taxes (as the most effective energy carrier of emissions) and labor productivities in the case of Iran using the time series data for the period 1990-2015  usingthe autoregressive distributed lag (ARDL) approach. This research tests the interrelationship between the variables using the bounds testing to cointegration proc...