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Nonlinear ARDL model

Posted: Thu May 21, 2020 12:07 pm
by Sal

I am experiencing a problem estimating the nonlinear ARDL model from the "Add-ins". I estimate a linear ARDL model an then try to estimate the nonlinear ARDL model. It gives an error message "No threshold variable is listed". It was working before without any problems. I am still using the same data and the same everything. I estimated a nonlinear ARDL model last week and now I cannot re-estimate it. Any idea about what could be the reason?