95% CIs for ARDL "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.

Moderators: EViews Gareth, EViews Moderator

Posts: 1
Joined: Thu Jul 19, 2018 9:59 am

95% CIs for ARDL "Levels Equation"

Postby DFMEviews » Thu Jul 19, 2018 11:38 am

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.


EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12508
Joined: Tue Sep 16, 2008 5:38 pm

Re: 95% CIs for ARDL "Levels Equation"

Postby EViews Gareth » Thu Jul 19, 2018 11:39 am

Unfortunately they are not built in, so manual is the only way to go.
Follow us on Twitter @IHSEViews

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 6 guests