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- Wed Feb 08, 2017 8:50 am
- Forum: Econometric Discussions
- Topic: ARDL lag selection and long run coefficients
- Replies: 0
- Views: 5768
ARDL lag selection and long run coefficients
Hello, My question is I am running an ARDL model with annual data for 36 years. How many lags can I use at most. Secondly, how to obtain the long run coefficients in ARDL. My supervisor says to divide the cofficient of lag dependent variable by each independent variable. Is that ok. Thanks in advance.