Search found 1 match
- Tue Apr 12, 2011 2:25 am
- Forum: Econometric Discussions
- Topic: ARDL
- Replies: 0
- Views: 1892
ARDL
Hi, I have nonstationary data and therefore I have to use cointegration to analyse my data. I applied the Johansen cointegration test. However, I want to try the relatively new cointegration test known as the “autoregressive distributed lag” (ARDL) approach (in newer research it is said that it is s...
