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This just means that if your model has variables which are chosen to have zero lags, they have a special interpretation. In your particular case, for instance, the coefficient associated with INV** is -0.117421. The note basically says that: -0.117421 INV** = -0.117421 INV(-1) -0.117421D(INV). Acco...

hi
May i know what is the best way to select optimal lag length for ARDL? As different lag length selected could produce different ARDL models (as well as different long run results)
Thank you