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.
Thanks!
95% CIs for ARDL "Levels Equation"
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Re: 95% CIs for ARDL "Levels Equation"
Unfortunately they are not built in, so manual is the only way to go.
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