Does anyone know how to obtain 95% CIs for the "long run" or levels equation coefficients in the ARDL routine ? I really don't want to compute these by hand given that I am using a sophisticated piece of software. CI's are easy to obtain for the underlying ARDL but seem non-existent for the levels equation.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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