Asymmetric dynamic multiplier
Posted: Fri Oct 11, 2019 2:36 am
by nndzama
hi
how do I estimate/analyse dynamic effects of the negative and positive shocks, using NARDL Model?
Kind Regards
Nwabisa
Re: Asymmetric dynamic multiplier
Posted: Fri Oct 11, 2019 4:25 am
by nndzama
I created these add-ins:
addin(type="equation",menu="Make Nonlinear ARDL", proc="make nonlinear ardl", desc="Performs the NARDL", version=1.1) ".\make nonlinear ardl.prg"
addin(type="equation",menu="Make Testable Form", proc="make testable form", desc="Generate a testable ardl model", version=1.1) ".\make testable form.prg"
addin(type="equation",menu="NARDL Multiplier Graph", proc="nardl multiplier graph", desc="Generates multiplier graph", version=1.1) ".\nardl multiplier graph.prg"
addin(type="equation",menu="NARDL CUSUM and CUSUMQ Graphs", proc="make cusum cusumq graphs", desc="Generates CUSUM and CUSUMQ graphs", version=1.1) ".\make cusum cusumq graphs.prg"
addin(type="equation",menu="Make Nonlinear ARDL", proc="make nonlinear ardl", desc="Performs the NARDL", version=1.1) ".\make nonlinear ardl.prg"
However when I try to run them i get an error. e.g Error 1663 in encrypted program for nardl multiplier graph
Please assist.
Kind Regards
Nwabisa
NARDL addin
Posted: Wed Oct 30, 2019 7:43 pm
by Ahmed shafique
Respected sir/madam i have tried to use NARDL addin but after ARDL when i proceed to Makr NARDL the error message pops up "No threshold variable is listed. Kindly guide.