Vector auto-regressive model (VAR) results’ versus auto-regressive distributive lags model (ARDL) results’

Forecasting Using Different VAR models with different Economic Indicators

Measuring the Accuracy of Forecasting Using Integrated VAR models

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

Random Coefficient Non-Gaussian First Order Autoregressive Model

Simple and Instantaneous Causality in A Multivariate Auto-Regressive Models: An Application On Some Monetary Variables of the Egyptian Economy

Fully Bayesian Analysis of Bivariate Arma Models

Short Dynamic Panel Data Models in the Presence of a Higher Frequency Regressor(s)

statistical estimation using dynamic panel models: Applied study.

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process