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Any update on how the bug fixing is going? Is the bug still there?

I only referr to others with greater knowledge than me, for instance Kripganz and Schneider, who made the ARDL cointegration module for Stata. In the attached file you can see their ppt on this. Look at page 16-17 in their ppt, and notice that their exogenous variables (dummies) only goes into the s...

Hi! I noticed that the ARDL Bounds test to detect cointegration introduces exogenous variables (such as dummies) in a way that may lead to spurrious cointegration results. The bounds test does not support dummies in the long-run equation, or s o I'm told.