"Make Testable Form" option for NARDL Add-in Doesn't Work

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ebadi.e
Posts: 1
Joined: Fri Sep 30, 2022 11:55 pm

"Make Testable Form" option for NARDL Add-in Doesn't Work

Postby ebadi.e » Sat Oct 01, 2022 9:41 am

Hello all,
I am struggling with an issue as "make testable form" for NARDL doesn't work to use Wald test for asymmetry. I have to run the regression using OLS method to test for asymmetry. Although the coefficients seem close to the NARDL results using the Add-in, I am curious to know why the "make testable form" option doesn't work for me.
Your kind help would be appreciated in advance.

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