Journal of Statistics Applications & Probability

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The main purpose of this paper is to investigate the significant long-run and short-run dynamic relationships between the cumulative numbers of COVID-19 infected cases and deaths due to COVID-19 infections as of 31st May 2021, starting from 7th March 2020. Furthermore, the stability of the estimated model parameters is studied. To assess the consistency of the model parameters, the cumulative sum of recursive residuals test and the cumulative sum of recursive residuals squares tests are used. Additionally, cointegration equations such as the Fully Modified Ordinary Least Square, Dynamic Ordinary Least Squares, and Canonical Cointegration Regression are applied to check the long-run elasticities in the concerned relationship.

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