Search found 4 matches
- Thu Jun 03, 2021 9:23 am
- Forum: Estimation
- Topic: How to make Impulse response-functions from ARDL EC models?
- Replies: 2
- Views: 5809
Re: How to make Impulse response-functions from ARDL EC models?
Ok, thanks for a swift reply.
- Thu Jun 03, 2021 5:06 am
- Forum: Estimation
- Topic: How to make Impulse response-functions from ARDL EC models?
- Replies: 2
- Views: 5809
How to make Impulse response-functions from ARDL EC models?
Hi! Is it possible to make Impulse response-functions from ARDL EC models, and how if that is the case?
- Thu Jun 03, 2021 4:43 am
- Forum: Estimation
- Topic: Estimating panel ARDL/PMG: How to interpret trend specifications.
- Replies: 2
- Views: 8326
Re: Estimating panel ARDL/PMG: How to interpret trend specifications.
Thank you for an informative response! So, not including a constant refers to "restricted constant" in a regular ARDL(VECM) setting?
- Fri May 21, 2021 7:20 am
- Forum: Estimation
- Topic: Estimating panel ARDL/PMG: How to interpret trend specifications.
- Replies: 2
- Views: 8326
Estimating panel ARDL/PMG: How to interpret trend specifications.
The Eviews manual says that "This model takes the cointegration form of the simple ARDL model and adapts it for a panel setting by allowing the intercepts , short-run coefficients and cointegrating terms to differ across cross-sections". It sounds like the intercepts here refers to the lon...