Cross-Sectional Autoregressive Distributed Lag (CS-ARDL)

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MT_MANC
Posts: 25
Joined: Tue Mar 10, 2009 5:22 am

Cross-Sectional Autoregressive Distributed Lag (CS-ARDL)

Postby MT_MANC » Sat Jan 10, 2026 1:18 pm

Hi
CS-ARDL - Any chance this refinement of PMG-ARDL estimation may be added to Eviews in near future (can't see any Eviews Add-ins enabling this either ?). I understand Stata does have this functionality, which suggests it might seen quite soon in Eviews ? Any plausible .PRG you have seen that can mimic this variation of PMG-ARDL ?

Grateful for any info/timelines

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