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- Tue Nov 25, 2025 2:53 pm
- Forum: Estimation
- Topic: Estimating Fourier ARDL cointegration model
- Replies: 0
- Views: 33379
Estimating Fourier ARDL cointegration model
When applying the Fourier (Bootstrap) ARDL approach, the usual procedure is to incorporate Fourier terms into the model. However, I have observed that EViews generates the residuals used to obtain the error correction term (ECT) and the short-run coefficients from the long-run model without Fourier ...