Recent developments of the autoregressive distributed lag modelling framework
综述了自回归分布滞后（ARDL）模型从自相关趋势平稳过程到协整非平稳时间序列的应用，并介绍了非对称、非线性、分位数、面板及时空扩展。
Abstract 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 the analysis of cointegrated non‐stationary time series. We then survey several recent extensions of the ARDL model, including asymmetric and non‐linear generalisations of the ARDL model, the quantile ARDL model, the pooled mean group dynamic panel data model and the spatio‐temporal ARDL model.