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- Mon Apr 02, 2012 11:36 pm
- Forum: Econometric Discussions
- Topic: Help ARDL model and coefficients of long run relationship
- Replies: 0
- Views: 2139
Help ARDL model and coefficients of long run relationship
Hi everybody, I'm a student and I'm working with an ARDL model to estimate the coefficient of the long-run relationship and I have a problem. Example: MY model is: dY= c + c1*Y(-1) + c2*X(-1) + dY(-1) + dX + dX(-1) (*) (s.e) t-stat=0.5 for example I have estimated this model ARDL (2,2) and found out...