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- Sun Jul 14, 2013 5:01 am
- Forum: Econometric Discussions
- Topic: how to remove heteroskedasticity in ARDL model
- Replies: 1
- Views: 37950
how to remove heteroskedasticity in ARDL model
Hi, i wonderg if anyone can help me... im regressing an ARDL model. My equation looks like lib = a + lib(-1) + base(-1) + lib(-2) + base(-2) + .... i estimated the optimal lag length looking at the SC & AIC criterion and both suggested that i should use ARDL3 My prob is that now as im running th...