Dynamic simulation and testing for single-equation ARDL models, available for both R and Stata
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Updated
Dec 17, 2020 - R
Dynamic simulation and testing for single-equation ARDL models, available for both R and Stata
Comprehensive ARDL: Panel, Bootstrap and Fourier Methods (R package on CRAN)
Econometric forecasting of Australian GDP growth using AR, VAR, ARDL and ARMA/ARMAX models
Quantile Autoregressive Distributed Lag Model (R package on CRAN)
Panel Quantile Autoregressive Distributed Lag Model (R package on CRAN)
Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold and Unit Root Tests (R package on CRAN)
Multivariate ARDL Unit Root Test (R package on CRAN)
Cross-Sectionally Augmented Panel Quantile ARDL (R package on CRAN)
ARDL decomposition of South African headline CPI into exchange rate, oil and global food contributions, leaving a residual Domestic Inflationary Pressure Index (DIPI).
Time-Series Econometric Analysis of Indian Government Budget Revenue & Macroeconomic Performance (2011-26) | ARDL | OLS | ECM | Granger Causality | Python
Statistical Investigation on the Relationship Between Climate Change, Food Availability, Agriculture Expansion, and Economic Growth in West Africa
Interactive educational app for exploring ADL/ARDL model stability, dynamic and cumulative multipliers, and adjustment dynamics. Developed for Applied Time Series Econometrics (ATSE) at Universidad Carlos III de Madrid (UC3M).
Econometric Models, Analysis and regression
Does Taiwan's renewable energy build-out actually displace imported fossil fuels? ARDL bounds-testing on monthly data, 2000-2026. NSTC undergraduate research (National Science and Technology Council, Taiwan).
revamped version of the previous project "covid-19 effects on vietnam stock market hose"
2021 research paper on covid effects on investor sentiment and market volatilities
The following study explores the extent to which Trade Policy Uncertainty (TPU) influences financial markets, focusing on U.S. stock market performance. It leverages monthly time-series data from 2006 to 2025, employing an Autoregressive Distributed Lag (ARDL) modelling approach.
Econometrics Final Project: Application Of Autoregressive Distributed Lag (ARDL) In Modeling the Effect of Money Supply on Rupiah Exchange Rate
University of Bologna time-series report on investment-deflator inflation using ARDL, cointegration, and VAR analysis; original code and data are unavailable.
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