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In the last 7 days, you seem to have been involved in more than 6 different EViews Forum threads related to ARDL questions. All are related or revolving around the same general idea. Most of the questions you've been asking have been answered by myself and/or Igor, or, you have been guided to the o...

I really don’t like eviews for this. Literally all papers report a constant in both the long run as in the ecm. Are we really forced to combine both case 2 restricted constant to get a constant in the long run and case 3 unrestricted constant to get a constant in the ecm?

Because with trending behavior, you mean trend stationary right? I mean, in the first place, variables with stochastic trend, i.e. I(1) variables. Then you need case 3 or 4 (if trend is significant in the long-run). But if you also have I(0) variables you still use case 3 or 4 then? Because if vari...

If your sample size is large enough for johansen co-integration test, because it has asymptotic properties and are not right for small samples. And I am not an expert, so don’t precisely know what the required sample size for vecm is. I would use the results from the vecm? Because pairwise granger c...

To better understanding of this issue, please, see Johansen cointegration procedure, 5 cases of deterministic trend specification. Here is approximately the same situation. Case 2: constant restricted into cointegration space, this means loosely that variables in the model do not demonstrate trendi...

The question consists out of 2 parts. Most papers do report a constant in the EC-model, as well as in the long run. While estimating a 7 variable ARDL (similar to Michael's research), some variables are fluctuating around 0, but some (macro-economic) variables keep increasing. When then applying a c...

What is presented on the slide (last two lines) is nothing more than Engle-Granger procedure without testing for cointegration at the first stage (static long-run equation). I highly recommend not only watching videos on the Internet, but also reading original papers on the subject, as well as an e...

Hello. I receive the following error when trying to do the Ramsey Reset test: Near singular matrix in pre-whitening regression.

What is the problem?

Hello, maybe a bit cryptic, but if I find non-stationary variables and I want to estimate them in a predictive regression like so in the second picture Note: all in log form, with each X = 1 control variables: so 4 variables in the sum with each a different coefficient, including 1 lagged dependent ...

Hello. Estimation ARDL/ECM long term relationship I have a question concerning the bounds test. When the F-value lies between the I(0) and I(1) value, the bounds test is inconclusive along Cruncheconometrix, I know referring to a youtuber is strange for a researcher, but in literature it is quite ha...