A Comparison of Autoregressive Distributed Lag and Dynamic Ols Cointegration Estimators in the Case of a Serially Correlated Cointegration Error

By E. Panopoulou, Nikitas Pittis. 2004

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Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018, background): “The most appealing benefit of this approach is that it works well even in small sample size (see Panopoulou & Pittis, 2004) (Table 1).”
Is economic growth good or bad for the environment? Empirical evidence from Korea (2013, background): “Third, the ARDL is proven to be more robust and performs better for finite and small sample sizes (Panopoulou and Pittis, 2004; Pesaran et al., 1998).”