Recent developments of the autoregressive distributed lag modelling framework

JS Cho, M Greenwood‐Nimmo… - Journal of Economic …, 2023 - Wiley Online Library
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 …

Cross‐sectional dependence and spillovers in space and time: Where spatial econometrics and global VAR models meet

JP Elhorst, M Gross, E Tereanu - Journal of economic surveys, 2021 - Wiley Online Library
To enhance the measurement of economic and financial spillovers, we bring together the
spatial and global vector autoregressive (GVAR) classes of econometric models by …

Granular instrumental variables

X Gabaix, RSJ Koijen - Journal of Political Economy, 2024 - journals.uchicago.edu
We develop a new method to construct instruments in a broad class of economic
environments. In the economies we study, a few large firms, industries, or countries account …

ESG disclosures, green innovation, and greenwashing: All for sustainable development?

Y Ma, GF Feng, Z Yin, CP Chang - Sustainable Development, 2024 - Wiley Online Library
As stakeholder concerns about corporate sustainability intensify, greenwashing—where
companies deceptively report their environmental performance for short‐term economic gain …

Decision making for sustainable urban energy planning: An integrated evaluation framework of alternative solutions for a NZED (Net Zero-Energy District) in Turin

C Becchio, MC Bottero, SP Corgnati, F Dell'Anna - Land use policy, 2018 - Elsevier
Abstract The European Union issued several directives in the field of energy efficiency which
impact on the building sector in order to avoid a further increase of energy consumption and …

[HTML][HTML] Nexus between information and communication technologies and life expectancies of low-income countries: Does technological advancement increase their …

W Wang, I Khelfaoui, D Ahmed, Y Xie, M Hafeez… - SSM-Population …, 2024 - Elsevier
Access to state-of-the-art infrastructure is inevitable for a higher standard of living for the
people of any country. At least, this has been the case for developed countries. This study …

Ecological footprint spillover effects in Europe: New insights from dynamic spatial panel data model with common shocks

H Guliyev - Journal of Environmental Management, 2024 - Elsevier
This comprehensive study addresses the urgent global challenges of climate change and
environmental degradation by focusing on the Ecological Footprint (EF). Unlike previous …

Community network auto-regression for high-dimensional time series

EY Chen, J Fan, X Zhu - Journal of Econometrics, 2023 - Elsevier
Modeling responses on the nodes of a large-scale network is an important task that arises
commonly in practice. This paper proposes a community network vector autoregressive …

Information communication technology and infant mortality in low-income countries: empirical study using panel data models

I Khelfaoui, Y Xie, M Hafeez, D Ahmed… - International Journal of …, 2022 - mdpi.com
According to the World Health Organization, lower-income countries suffer from adverse
health issues more than higher-income countries. Information and communication …

Identifying latent group structures in spatial dynamic panels

L Su, W Wang, X Xu - Journal of Econometrics, 2023 - Elsevier
This paper considers the identification of latent group structures in spatial dynamic panels.
We follow Lee and Yu (2010) and consider a rich spatial dynamic panel data (SDPD) model …