After estimating an ARDL model in eviews, you can ask for the long run coefficients by clicking view > coefficients diagnostic > long run form and bound test. My question is: how standard errors of the long run coefficients are calculated?
I know they are related to "Delta method" and I tried to search more about it and how standard errors of the long run coefficients are calculated in eviews user guide, but I couldn't.
I would appreciate any guide in how to calculate standard errors of the long coefficients.
Thanks & regards.
Delta method
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Re: Delta method
The long run coefficients are a transformation of the short run, and so their standard errors can be computed using the Delta method.
https://en.m.wikipedia.org/wiki/Delta_m ... lta_method
https://en.m.wikipedia.org/wiki/Delta_m ... lta_method
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Re: Delta method
What's the meaning of "Fe ddaethom, fe welon, fe amcangyfrifon"?
I do not trust Google translate at 100%
I do not trust Google translate at 100%
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