Hi,
Is there a way to run a nonlinear ARDL on EVIEWS 9? Please advise.
Nonlinear ARDL model
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- Fe ddaethom, fe welon, fe amcangyfrifon
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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)
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Re: Nonlinear ARDL model
Is there no one to reply for nonlinear ARDL estimation in eviews forum
Re: Nonlinear ARDL model
see this blogpost for Nonlinear ARDL or NARDL
http://hassanhaniif.blogspot.de/2017/03/nardl-with-eviews.html
http://hassanhaniif.blogspot.de/2017/03 ... views.html
http://hassanhaniif.blogspot.de/2017/03/nardl-with-eviews.html
http://hassanhaniif.blogspot.de/2017/03 ... views.html
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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.
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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