## Nonlinear ARDL model

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Denehurley
Posts: 1
Joined: Tue Oct 18, 2016 6:11 pm

### Nonlinear ARDL model

Hi,
Is there a way to run a nonlinear ARDL on EVIEWS 9? Please advise.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11773
Joined: Tue Sep 16, 2008 5:38 pm

### Re: Nonlinear ARDL model

An ARDL model is just an estimation with lags of variables. You can specify that as a non-linear estimation with our least squares estimator.

Code: Select all

`y=c(1)+c(2)*c(1)*y(-1)+c(3)*x+c(1)*c(4)*x(-1)`

Mubashir Hussain
Posts: 1
Joined: Thu Nov 17, 2016 10:23 pm

### Re: Nonlinear ARDL model

Is there no one to reply for nonlinear ARDL estimation in eviews forum

jamel235
Posts: 1
Joined: Wed Mar 08, 2017 11:01 am

### Re: Nonlinear ARDL model

Eviews.Guru
Posts: 1
Joined: Sun Sep 03, 2017 11:45 pm

### Re: Nonlinear ARDL model

The Eviews Help Video for NARDL has been published by Professor Anees on his channel and portal here: https://www.youtube.com/watch?v=JOkY9O1CNn8

Please note that nonlinearity is not in the sense we usually define as quadratic or log-linearity. It is actually a decomposed linear relationship of the effects of IVs on DV in ARDL to check if positive changes and negative changes have different relationships.

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