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Hello, I am experiencing a problem estimating the nonlinear ARDL model from the "Add-ins". I estimate a linear ARDL model an then try to estimate the nonlinear ARDL model. It gives an error message "No threshold variable is listed". It was working before without any problems. I a...

Technical question. What is the maximum number of lags to use in the ARDL model for daily data (oil and stock returns)? Any ideas.

Thanks,

Sal

Thank you for the quick response. Do you know if this option will be available in the coming updates?

Thanks,

Sal

In estimating the ARDL model, we select the trend specification. In the current version (9), there are four options to choose from: 1) None 2) Rest. constant 3) Unrest. constant 4) Rest. linear trend My question is about option 4) Rest. linear trend . When selecting this option, it gives the estimat...

Suppose that I tested for cointegration between two series that have structural breaks without considering the breaks and determined the number of lags to be, for example 5. When considering the breaks (as exogenous variables), do I have to go back and determine the number of lags? In other words, w...