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- Thu Jul 19, 2018 11:38 am
- Forum: Estimation
- Topic: 95% CIs for ARDL "Levels Equation"
- Replies: 1
- Views: 2838
95% CIs for ARDL "Levels Equation"
Does anyone know how to obtain 95% CIs for the "long run" or levels equation coefficients in the ARDL routine ? I really don't want to compute these by hand given that I am using a sophisticated piece of software. CI's are easy to obtain for the underlying ARDL but seem non-existent for th...