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Hi,

Can I send you the data using another way, like an email? It cost me a lot to get it

I've just sent you a private message. check your eviews inbox please.

Hi Blanca,

I made a video which shows how to estimate a similar model to that of the paper you uploaded earlier.

watch the video here http://www.youtube.com/watch?v=NYZOXr-zWMA and leave comments so that I can improve it in the next video
mrrox

Respected Brothers,please tell me the command of ARDL(Bound approach).

suppose my model is:

lny=B0+B1lnx1+b2lnx2+b3lnx3+u

Alos tell me that why we are taking 1 or lags.

Hey...

I want to know how to choose the optimal lag for my variables because, as In ARDL model, lag level is not the same for each variable. Perhaps we may have 1 lag for X1 and 2 lag for X2 and so on. is there any way to choose that lag?
using some criterion is efficiency?

thanks

Best regards

hello every body, i am doing a model which examine the role of the foreign direct investment through the domestic financial system, my model include the followin variables : PER CAPITA GDP GROWTH RATE =F( FDI/GDP, PRIVATE CREDIT/GDP, (FDI/GDP)*(PRIVATE CREDIT/GDP), GROSS CAPITAL FORMATION/GDP), i am going to applay ARDL model to get the long run coefficient , i did theARDL approach cointegration test by using eviews , and i found that there is a long run relationship, but after that i need to use microfit softwar when i estimate the ARDL model do i include the trend and constant ? knowing that when i did the cointegration test i did not includ them because they were not significant.
please i want the answer as soon as possible thank you in advance.

Hi Mrrox,
I'm trying to contact you about ardl approach to cointegration, I hav tried private messages but seems to not work. Can you analize some data I would like to confirm ardl analysis I have made.
Best regards
Beltrao from Brazil

Hi,
I am confused about the value of "K" used to found critical values given in Pesaran et al (2001) table regarding ARDL bound test approach for cointegration. Anyone can tells me what "k" stands for in Pesaran et al (2001) or Narayan (2005).

Hi all,

I have a question regarding the ARDL ECM bound approach within eviews for a study I am currently doing. I would be great if you could help me out!

I have one dependent variable (Eurzone trade balance) and four dependent variables (EuroGDP, China GDP, Real exchange rate and ex. rate volatility).

I have already done the ADF test and found all the variables to be I(0) or (1), as needed.

Now I want to perform the bound test on the OLS regression of the unrestricted ARDL ECM model, but I have no idea how to determine the optimal amount of lags for each different variable within this model before doing the OLS. Does anyone know how to do this within eviews?!
I have already experimented with different lag structures and found cases where the variables were cointegrated. I want to be precise with the number of lags however.

After determining this cointegrated relationship, I need to construct the restricted ARDL ECM model where the ECMt-1 variable needs to be included.
In order to construct this ECMt-1 variable, do I need to estimate the long run (equilibrium) model (e.g.) y(t)=a+b1x1(t)+b2x2(t)...etc. and save the residual of this regression and include it in the restricted ARDL ECM model or do I need to use the residuals of the OLS on y(t-1)=a+b1x1(t-1)+b2x2(t-1)... since the ECM is also (t-1) in the new ARDL restricted ECM model..? Please help!

Next, we I have the right ECMt-1 variable, can I use the same number of lags as I did in the model when performing the bound test or do I need to determine a new/different number of lags per variable. And if so, how do I do this in eviews?

Please help me out! Would be great if you could help me with this! Thank you so much!

Regards,
Philip

helloo guys, i also want to ask about ardl by pesaran. If I want to include dummy variable to the ardl equation how can I write them? Is it : P A B Dummy & INTP
or
P A B & INPT Dummy

This dummy represents whether there is impact of tariff on commodity Price (P) using 1 and 0

I really wish that anyone could help me.
Thank you!

..............

..

http://davegiles.blogspot.ca/2015/01/ar ... ews-9.html

There are only some minor differences in the panel setting.

Hi,

I am new to this forum, I would like to ask you if I can do ARDL approach to cointegration in Eviews.

If yes, where can I get instructions or text about how to apply this approach on data?

Thanks
mrrox

please visit my blog and easily learn ardl using eviews saeedmeo.blogspot.com

Dear ARDL is available in eviews 9 , which is very easy,,,,,,,,,so you can learn steps
http://saeedmeo.blogspot.com/2015/10/ar ... steps.html

Can anyone explain to me: How many independent variables were allowed for using Panel ARDL/PMG estimation? I have difficulties with Panel ARDL/PMG in eviews 9. The error messages keep showing that "Log of non positive number"and "nearly singular matrix". Pls kindly help me with this. If possible, pls assit me with step by step guidelines. Thank you all in advance.