ARDL
Posted: Tue Apr 12, 2011 2:25 am
Hi,
I have nonstationary data and therefore I have to use cointegration to analyse my data. I applied the Johansen cointegration test. However, I want to try the relatively new cointegration test known as the “autoregressive distributed lag” (ARDL) approach (in newer research it is said that it is superior to the Johansen approach). Can somebody tell me how I can do this in EViews?
Thanks a lot!
I have nonstationary data and therefore I have to use cointegration to analyse my data. I applied the Johansen cointegration test. However, I want to try the relatively new cointegration test known as the “autoregressive distributed lag” (ARDL) approach (in newer research it is said that it is superior to the Johansen approach). Can somebody tell me how I can do this in EViews?
Thanks a lot!