The distributed lag model (DLM), used most prominently in air pollution studies, finds application wherever the effect of a covariate is delayed and distributed through time. We specify modified ...
Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of ...
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 ...
Models of this sort can introduce a great many parameters for the lags, and there may not be enough data to compute accurate independent estimates for them all. Often, the number of parameters is ...
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 ...
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