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