Nonlinear ARDL model

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

Nonlinear ARDL model

Postby Denehurley » Tue Oct 18, 2016 6:19 pm

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

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

Re: Nonlinear ARDL model

Postby EViews Gareth » Tue Oct 18, 2016 7:02 pm

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

Re: Nonlinear ARDL model

Postby Mubashir Hussain » Tue Nov 22, 2016 9:06 pm

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

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

Re: Nonlinear ARDL model

Postby jamel235 » Thu Mar 09, 2017 11:51 am


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

Re: Nonlinear ARDL model

Postby Eviews.Guru » Mon Sep 04, 2017 9:03 pm

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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