95% CIs for ARDL "Levels Equation"
Posted: 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.
Thanks!
Thanks!