ARDL

For econometric discussions not necessarily related to EViews.

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couldyoupleasehelp
Posts: 1
Joined: Tue Apr 12, 2011 12:43 am

ARDL

Postby couldyoupleasehelp » Tue Apr 12, 2011 2:25 am

Hi,
I have nonstationary data and therefore I have to use cointegration to analyse my data. I applied the Johansen cointegration test. However, I want to try the relatively new cointegration test known as the “autoregressive distributed lag” (ARDL) approach (in newer research it is said that it is superior to the Johansen approach). Can somebody tell me how I can do this in EViews?
Thanks a lot!

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