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How to do ardl using eviews?
Posted: Tue May 20, 2014 12:37 am
by Milk88
Dear all, i have few questions regarding doing ardl in eviews. I never learn ardl before but my supervisor ask me to apply ardl in my thesis and ask me to learn myself. I have limited knowledge about ardl. I have done my unit root test and confirm all my variables are I(0) or I(1). As i watched from other source (like youtube), is it the next step is to form an equation? How to form that equation? And i saw the equation come with lag in the brackets. How to determinate what lag for each variable. My data is annually, My dependent variable is lfdi, independent variables are lgdp, lgfcf, lci, lfx, lopen. Hope someone can answer my question. Really appreciate~
Re: How to do ardl using eviews?
Posted: Tue May 20, 2014 3:34 am
by EViews Gareth
Re: How to do ardl using eviews?
Posted: Tue May 20, 2014 8:01 am
by Milk88
hii, thanks for the reply. but the link shown doesnt explain how to choose the lag, and how to form the equation in eviews. As what i can see from other sources, the equation is something like "d(lnip) lnip(-1) lnrop(-1) lnex(-1) lncpi(-1) d(lnip(-1)) d(lnip(-2)) d(lnip(-3)) d(lnip(-4)) d(lnip(-5))..." copy form somewhere.
Re: How to do ardl using eviews?
Posted: Mon Jun 09, 2014 2:51 pm
by BobJ
Is there any reason why you can't use the information criteria to pick lag length? I would think the AIC or BIC would work fine.
Re: How to do ardl using eviews?
Posted: Sat Jan 17, 2015 3:17 am
by hossein khandani
.........
Re: How to do ardl using eviews?
Posted: Sat Jan 17, 2015 3:18 am
by hossein khandani
example
Re: How to do ardl using eviews?
Posted: Sat Jan 17, 2015 1:14 pm
by EViews Glenn
Re: How to do ardl using eviews?
Posted: Mon Apr 27, 2015 7:57 am
by econworker
Dear Hossein, many thanks for sharing the codes of panel ARDL, however, I am interested to know that is this the same method of PMG estimator which is proposed by Pesaran et al (1997)?
Thanks in advance
ARDL PANEL:
Edited by hossein khandani
for:
POOL
fixed effects
Random effects
Re: How to do ardl using eviews?
Posted: Thu Apr 30, 2015 10:27 pm
by hossein khandani
Dear Hossein, many thanks for sharing the codes of panel ARDL, however, I am interested to know that is this the same method of PMG estimator which is proposed by Pesaran et al (1997)?
Thanks in advance
NO, maybe dfe
All parameters, except intercepts, are constrained to be equal across panels
homogeneous panels
ARDL PANEL:
Edited by hossein khandani
for:
POOL
fixed effects
Random effects
Re: How to do ardl using eviews?
Posted: Tue May 05, 2015 3:49 am
by econworker
Dear Hossein, many thanks for sharing the codes of panel ARDL, however, I am interested to know that is this the same method of PMG estimator which is proposed by Pesaran et al (1997)?
Thanks in advance
NO, maybe dfe
All parameters, except intercepts, are constrained to be equal across panels
Thanks for your reply, I used the codes, after generating the results I would say that I have serious doubts if this is a panel ARDL estimation, specifically the table of ARDL results, an ARDL model should takes the first difference of the dependant variable as a function of the first lag of level of itself and the level of all independant variable as well as the first difference of all independant variables using different lag orders as suggested by criteria, however, the results of your provided codes generates a simple panel estimation not an ARDL.
homogeneous panels
ARDL PANEL:
Edited by hossein khandani
for:
POOL
fixed effects
Random effects