Search found 7 matches

by josephinejosephine
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...
by josephinejosephine
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?
by josephinejosephine
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?
by josephinejosephine
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?
by josephinejosephine
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)?
by josephinejosephine
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 :cry: :cry: ) 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 :cry: :cry:
by josephinejosephine
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?

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