In a recent study posted to the medRxiv* preprint server, an interdisciplinary team of researchers from the United States (US) assessed predictions of the laboratory-confirmed coronavirus disease 2019 ...

This example shows the use of the %PDL macro for polynomial distributed lag models. Simulated data is generated so that Y is a linear function of six lags of X, with the lag coefficients following a ...

We extend here our earlier work (Laroque-Salanié, 1989) and propose a dynamic simulated pseudo-maximum likelihood method to deal with a very general class of dynamic non-linear models, including ...

The International Economic Review was established in 1960 by two of the most active and acclaimed scholars in the economics profession: Michio Morishima, who was then at Osaka University's Institute ...

The following DATA step reads the data and transforms the real money and real GNP variables using the natural logarithm. Refer to Balke and Gordon (1986) for a description of the data. data a; input ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...