ARDL in Eview 9 and 10.
Posted: Thu Aug 03, 2017 5:52 pm
In Eviews 9, after estimating an ARDL model, it is easy to distinguish between the short term coeficients and the long term coeficients.
In eviews 10, however, I have problems with the short term dynamics. I mean the short term coeficients are the one in the "ECM regression" or the ones in the "Conditional error correction regression" (The ones that are not differenciated).
Also, are "Unrestricted error correction model" and " conditional error correction model" synonymous?
Can anyone please clarify please.
In eviews 10, however, I have problems with the short term dynamics. I mean the short term coeficients are the one in the "ECM regression" or the ones in the "Conditional error correction regression" (The ones that are not differenciated).
Also, are "Unrestricted error correction model" and " conditional error correction model" synonymous?
Can anyone please clarify please.