Order Autoregressive distributed lag model (ADL), Partial Adjustment Model, and Adaptive Expectations: Homework

By February 27, 2019Academic Papers

Homework 6

Name: Paper Points: /10 HW Points: /30

Autoregressive distributed lag model (ADL), Partial Adjustment Model, and Adaptive Expectations:

1. (4 points) Write out an ADL (3,2) model with Y as the dependent variable, and X as the only explanatory variable. What does p and q represent in the ADL(p,q)?

‘p’ stands for the maximum number of lags of the dependent variable, while ‘q’ stands for the maximum number of lags the independent variable. ADL(3,2):

Originally posted 2017-10-16 18:03:47.

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