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ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 5:22 am
by Ilaria
Hello everybody,

I am currently using Eviews 11 and I am experiencing a strange problem in estimating the Error Correction Form of my ARDL model.
In the final output of the ECM some of the variables are not showed and I tough it could be due to a significance issue. Could you please clarify me this point? Does Eviews have some significance settings for the output of the estimations?

I thank you in advance for any help and suggestions you can give me.

Re: ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 6:59 am
by EViews Gareth
It does not

Re: ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 7:09 am
by Ilaria
OK. So if it is not a setting why this happens? Is it a bug?

Re: ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 7:12 am
by EViews Gareth
Hard to say without more details

Re: ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 7:26 am
by Ilaria
I attached both the ARDL model and the Error correction form Eviews shows me.

Re: ARDL estimation and ECM form

Posted: Sun Jun 21, 2020 1:22 pm
by EViews Gareth
Which variables do you believe are missing?

Re: ARDL estimation and ECM form

Posted: Mon Jun 22, 2020 12:59 am
by Ilaria
In the ECM, HICP and GDP are missing

Re: ARDL estimation and ECM form

Posted: Mon Jun 22, 2020 10:39 am
by EViews Gareth
They are not dynamic (zero lags were selected)