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Misconceptions in Application of Time series Models: The Abuse of ARDL Model

Teimur Mohammadi

Volume 16, Issue 47 , July 2011, , Pages 163-183

Abstract
  Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying   assumptions. One of these techniques is ARDL Model. There are a number of examples in the published works in ...  Read More