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Dear all, I have a question regarding an econometric procedure I would like to apply in order to test if the relationship between economic growth and public debt ratio is nonlinear. By means of the Hansen methodology (1996, 1999), I would like to test whether the debt-growth relationship is nonlinea...

Dear all, I have a question regarding the interpretation of the coefficients in an ARDL model. I estimated the following ARDL model Δyt = β0 + Σ βiΔyt-i + ΣγjΔx1t-j + et d(y) c d(y(-1)) d(y(-2)) d(x1) d(x1(-1)) d(x1(-2)) I would like to interpret the impact of x1 on y. As several lags of the variabl...

Dear all, I estimated the following ARDL model and tested whether yt and x1t are cointegrated by means of bounds testing approach : Δyt = β0 + Σ βiΔyt-i + ΣγjΔx1t-j + θ0yt-1 + θ1x1t-1 + et Bounds testing indicates that yt and x1t are cointegrated. When I estimated the corresponding error correction ...