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What is Autoregressive Distributed Lag Models about?

This document discusses dynamic models, including autoregressive distributed lag (ARDL) models. It summarizes that ARDL models are more general than restricted lag models and allow the impact of independent variables on the dependent variable to be distributed over time through current and lagged values. It notes that ARDL models can be estimated by ordinary least squares but are subject to bias if the error term follows an autoregressive process. The long-run effect of a change in an independent variable i

Author

andika paradipta

Language

EN