Search found 7 matches
- Tue Jan 09, 2018 1:21 am
- Forum: Econometric Discussions
- Topic: Eviews 9 - ARDL ECM output
- Replies: 1
- Views: 2456
Eviews 9 - ARDL ECM output
I generated an ardl Model using Eviews 9. If I'm right, the attached picyture is the error correction representation of ARDL model (which is obtained by clicking the Long run and cointegrating form after it passed the bound test). The red arrow pointed to the dependent variables, why it is not first...
- Wed Jan 03, 2018 7:45 pm
- Forum: Econometric Discussions
- Topic: Granger Causality Test after ARDL estimation
- Replies: 0
- Views: 1944
Granger Causality Test after ARDL estimation
Can i ask that after i obtain the output from ARDL, if i want to test for granger causality, is that i need to open the series as VECm, and then add the ECT, i.e. the CointEq equation from the output of ARDL, as exogeneous variable? or can i do directly following the result after ARDL?
- Wed Jan 03, 2018 8:57 am
- Forum: Econometric Discussions
- Topic: Granger Causality test after ARDL estimation
- Replies: 0
- Views: 1721
Granger Causality test after ARDL estimation
Can i ask that after i obtain the output from ARDL, if i want to test for granger causality, is that i need to open the series as VECm, and then add the ECT, i.e. the CointEq equation from the output of ARDL, as exogeneous variable? or can i do directly following the result after ARDL?
- Sat Dec 30, 2017 2:01 am
- Forum: Econometric Discussions
- Topic: Eviews 9 ARDL-ECM
- Replies: 0
- Views: 1715
Eviews 9 ARDL-ECM
is this output the already-reparameterised ardl-ecm model? Meaning that no need to use the residuals from the previous ardl model as fixed regresses then estimate again?
- Thu Dec 28, 2017 11:52 pm
- Forum: Econometric Discussions
- Topic: Eviews 9 - ARDL model coefficients
- Replies: 2
- Views: 2538
Re: Eviews 9 - ARDL model coefficients
EViews Gareth wrote:Have you read the blog posts?
http://blog.eviews.com/2017/04/autoregr ... -ardl.html
Yes.. But I'm still quite confused.. On the dynamic specification do we need to put like d(Y) if Y is I(1)?
- Thu Dec 28, 2017 8:23 pm
- Forum: Econometric Discussions
- Topic: Eviews 9 - ARDL model coefficients
- Replies: 2
- Views: 2538
Eviews 9 - ARDL model coefficients
I have a few questions (In fact a lot ) about ARDL especially linking the theory and the output of Eviews. i summarise them in the attached picture below. I would greatly appreciate it if anyone can answer and save this student for her thesis
- Thu Dec 28, 2017 6:38 pm
- Forum: Econometric Discussions
- Topic: Eviews 9 - ARDL - dynamic Specification
- Replies: 0
- Views: 1699
Eviews 9 - ARDL - dynamic Specification
Can I know that when we specify the dependent and independent variables (example in attached pic), if some of them are I(1), do we need to put a "d" in front? or Eviews will detect and do the necessary?