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I created these add-ins: addin(type="equation",menu="Make Nonlinear ARDL", proc="make nonlinear ardl", desc="Performs the NARDL", version=1.1) ".\make nonlinear ardl.prg" addin(type="equation",menu="Make Testable Form", proc="...

hi

how do I estimate/analyse dynamic effects of the negative and positive shocks, using NARDL Model?

Kind Regards
Nwabisa

Hi Gareth

I have attached my workfile and G-H program. The study examines the sustainability of the current account. The aim of running this test is to find if the long-run relationship exists between exports and imports and account for any structural breaks.

Kind Regards
Nwabisa

Hi Startz

I also have no idea where is that coming from (@Trend>6-2, it pops up when I run the program. All I know is that I selected REGIME SHIFT model because I want to capture both change in intercept and trend.

Kind Regards
Nwabisa

Greetings When I try to run the run Gregory Hansen Cointegration Test I get this error:Near singular matrix error. Regressors may be perfectly collinear in "DO_ GHC.LS Y C (@TREND>6-2) G"[/b].[/u] I have tried all the tricks I know but no solution. I only have 1 dependent variable (exports...