(Stata13): Estimate ARDL and Error Correction Models
Автор: CrunchEconometrix
Загружено: 2018-03-26
Просмотров: 101287
The outcome of the bounds test for cointegration informs the decision on whether to perform the short-run ARDL model or the long-run ECM. Using appropriate lag structures, this video details how to estimate both the ARDL and ECM models using Stata13.
Here is the link to the dar.xlsx dataset used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/fo...
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