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I understand that the ECM is just a reparmatrization of the ARDL estimated model (following Pesaran et al, 2001). However, is it possible to estimate directly the ECM using OLS in the Case 2 (resticted constant)? Although it was staight-forard in case 3 (unrestricted constant), I did not manage to a...

Many thanks, I will try it. Will it be legitimate to use the long-run relationship of the ARDL model to estimate the initial value(s)? Are there any other alternatives if actual data are not available?

I have estimated an ARDL model for the period 2015-2020. However, I would like to backcast the period 2010-2015 for which no data of the dependent variable is available. I have though all the values of all the other variables. Is it possible with eviews? Is there a trick or loop that I can use? Note...