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- Tue Jun 28, 2011 11:48 am
- Forum: Econometric Discussions
- Topic: ARDL serial correlation
- Replies: 0
- Views: 1804
ARDL serial correlation
hi, could anyone tell me how we select the optimal lags for an ARDL specification? I'm talking about the initial stage when we run the F-test to determine the existence of a long-run relationship.. I chose the number of lags arbitraily till I got a good enough F-stat (i.e. long run relationship exis...