Nonlinear ARDL model
Posted: Tue Oct 18, 2016 6:19 pm
by Denehurley
Hi,
Is there a way to run a nonlinear ARDL on EVIEWS 9? Please advise.
Re: Nonlinear ARDL model
Posted: Tue Oct 18, 2016 7:02 pm
by EViews Gareth
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)
Re: Nonlinear ARDL model
Posted: Tue Nov 22, 2016 9:06 pm
by Mubashir Hussain
Is there no one to reply for nonlinear ARDL estimation in eviews forum
Re: Nonlinear ARDL model
Posted: Thu Mar 09, 2017 11:51 am
by jamel235
Re: Nonlinear ARDL model
Posted: Mon Sep 04, 2017 9:03 pm
by Eviews.Guru
The Eviews Help Video for NARDL has been published by Professor Anees on his channel and portal here:
https://www.youtube.com/watch?v=JOkY9O1CNn8Please 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.
