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- Fri Aug 22, 2014 6:57 am
- Forum: Econometric Discussions
- Topic: ARDL Bounds Testing With 0 lag?
- Replies: 1
- Views: 3176
ARDL Bounds Testing With 0 lag?
Hi! I'm doing a cointegration test using ARDL Bounds Testing approach. I'd tried to choose the optimal lag length using the lag criterion in Eviews and it suggested 0 lag. Does this make sense for an ARDL model? And when I proceed with the no lagged first difference variables model I found significa...