ARDL Eviews 9 LR coefficients

[Diogo Martins]

Hi,

I'm a master student and I am currently working with ARDL models. My question is the following: Can I use the p-values of the LR coefficients to perform statiscal tests? According to the theory, I suppose I can't because the coefficients don't follow a normal distribution. However, if this is true, what procedure should I use to test the individual significance of each LR coefficient?

Thanks,
Diogo