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Journal of Economic Surveys
Recent developments of the autoregressive distributed lag modelling framework
Jin Seo Cho, Matthew Greenwood‐Nimmo, Yongcheol Shin

Paper Summary

The article discusses the autoregressive distributed lag (ARDL) model and its evolution from analyzing autocorrelated trend stationary processes to studying cointegrated non‐stationary time series. Recent developments include asymmetric and non‐linear versions of the ARDL model, the quantile ARDL model, the pooled mean group dynamic panel data model, and the spatio‐temporal ARDL model.

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