(EViews10): How to Estimate ARDL Models and Bounds Test
Автор: CrunchEconometrix
Загружено: 2018-03-24
Просмотров: 94579
Upon performing the bounds cointegration test, there are two (2) likely outcomes: either the variables are cointegrated or they are not. If the variables are not cointegrated, the next thing to do is to specify the short-run model, which is the autoregressive distributed lag (ARDL) model but if cointegration is the outcome, then the appropriate model to specify is the error or vector error correction model (ECM/VECM) as the case may be. This video details how to estimate the bounds test for cointegration in EViews10 and interpret the results.
Here is the link to the engee2.xlsx dataset used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/3/fo...
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