Hi,
I am confused about the value of "K" used to found critical values given in Pesaran et al (2001) table regarding ARDL bound test approach for cointegration. Anyone can tells me what "k" stands for in Pesaran et al (2001) or Narayan (2005).
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- Tue Oct 01, 2013 12:09 am
- Forum: Estimation
- Topic: ARDL Approach to Cointegration
- Replies: 31
- Views: 78342