Recent developments of the autoregressive distributed lag modelling framework

Jin Seo Cho, Matthew Greenwood-Nimmo, Yongcheol Shin

    Research output: Contribution to journalArticle


    We review the literature on the autoregressive distributed lag (ARDL) model, from its origins in the analysis of autocorrelated trend stationary processes to its subsequent applications in the analysis of cointegrated non-stationary time series. We then survey several recent extensions of the ARDL model, including asymmetric and non-linear generalisations of the ARDL model, the quantile ARDL model, the pooled mean group dynamic panel data model and the spatio-temporal ARDL model.
    Original languageEnglish
    Pages (from-to)7-32
    JournalJournal of Economic Surveys
    Issue number1
    Publication statusPublished - 2021


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