Search found 3 matches
- Wed Mar 06, 2019 3:59 am
- Forum: Econometric Discussions
- Topic: ARDL model - ECM regression
- Replies: 3
- Views: 11159
Re: ARDL model - ECM regression
Hi, thank you for your reply. Screenshot 1 is showing the variables in the estimation output (Method: ARDL) and screenshot 2 is showing the ECM regression. My question is why in the ECM regression the lagged variables are dropped, please? Thanks and I really appreciate your help.
- Sat Mar 02, 2019 11:01 am
- Forum: Econometric Discussions
- Topic: ARDL model - ECM regression
- Replies: 3
- Views: 11159
ARDL model - ECM regression
Hi all, I have an ARDL model with all variables lagged by one. Then, when I go to the Error correction form, it will only show the variables but not their lag. Do you know why the lagged variables (in this case lag 1) are missing from the ECM Regression in Eviews 10, please? Thank you
- Sat Mar 02, 2019 10:20 am
- Forum: Econometric Discussions
- Topic: HI ! Anyone suggest me
- Replies: 2
- Views: 3392
Re: HI ! Anyone suggest me
I have an ARDL model with all variables lagged by one. Then, when I go to the Error correction form, it will only show the variables but not their lag. Do you know why the lagged variables are missing from the ECM Regression in Eviews 10, please? thanks a lot