Related Tags
ardl × 97time-series × 55
cointegration × 17
stationarity × 13
lags × 12
econometrics × 9
vector-error-correction-model × 9
regression × 8
vector-autoregression × 8
forecasting × 7
least-squares × 7
model-selection × 7
stata × 6
unit-root × 6
ecm × 6
arima × 5
interpretation × 5
autoregressive × 5
autocorrelation × 4
assumptions × 4
r × 3
statistical-significance × 3
multiple-regression × 3
panel-data × 3
aic × 3