Non Linear ARDL (v13)

[Aktar]

Dear all,

I have one doubt about the output of ARDL estimates (eviews 13).

When including a regressor in the long-run and short-run dialog box, the output only show me the coefficients for long run estimates. However, when I include a variable in the linear specification box, I obtain the estimates associated to the delta variables. When I include all my variables in linear speification box, there is no more coefficient for delta variables.

Is there something I miss ?

edit: I guess it is because selection criteria. Is it possible to see the results of all models ?

Thank you very much

[EViews Gareth]

I'm not sure I understand what you're asking here.

[EViews Mirza]

It's quite possible you have regressor which are entering your equation with zero lags. If you look at the top of the default estimation output table, in the header, you should see a line that says something like

Selected model: ARDL(...)

This will tell you what the lags are for each variable in your estimation. If you'd like to review the lag selection criteria, you can go to

View/Model Selection Summary/Criteria Table