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- Mon Sep 05, 2011 11:44 pm
- Forum: Models
- Topic: Shocks in ARDL model
- Replies: 0
- Views: 7112
Shocks in ARDL model
I am working with an autoregressive distributed lag model (ARDL), panel data, on Eviews7. I am computing impulse responses for an autoregressive distributed lag model (ARDL) with a shock dummy by going through the following steps: 1. estimate the model with using the shock dummy 2. generate a baseli...