Search found 2 matches
- Sat Oct 30, 2010 5:22 pm
- Forum: Econometric Discussions
- Topic: ARDL Cointegration
- Replies: 2
- Views: 6293
Re: ARDL Cointegration
The ARDL 'bounds testing' procedure for cointegration holds irrespective of the order of integration of dependent or independent variables. This requires however that the test statistic obtained from the ARDL procedure exceeds the upper bound of the critical value given in the tables by Pesaran et a...
- Sat Sep 04, 2010 3:04 pm
- Forum: Econometric Discussions
- Topic: cointegration with different levels of stationary
- Replies: 16
- Views: 53416
Re: cointegration with different levels of stationary
Only Microfit offers ARDL cointegration. The latest version 5.0 is out now and it's not cheap but from what I've read it offers significant improvements over the previous version. It would be great if EViews could offer the same detailed steps of the ARDL procedure but it would probably take a while...
