ardl model , econometric
Posted: Mon Mar 02, 2020 11:55 am
by lightyagami
hi , I noticed that several articles run an ardl model without knowing the cointegration rink in the first place with eviews 9. is that possible !!! because i think that the rink of cointergration must be known first before runing any model !!!!
Re: ardl model , econometric
Posted: Sun Jan 03, 2021 5:59 am
by OYIBO
I think that the necessary condition in the choice of the model is the stationarity of the variables. The presence of cointegration then becomes the sufficient condition. In the case where the endogenous variable becomes stationary after integration and the vector of exogenous variables comprises variables I (1) and I (0), we can suppose to use an ARDL model.