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by NickyJay
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...
by NickyJay
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...

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