EViews.com

Hi,

I have estimated ARDL model and derived long run coefficents. But now I am stuck that how can I estimate the sandard erros of the non linear combinations in eviews? Can anyone help me in deriving the standard errors on non-linear combinations in Eviews. Although in Stata we can compute is by using nlcom command, how we can work out in eviews? Please help.

Regards,
Hassan

Hi,

I have estimated ARDL model and derived long run coefficents. But now I am stuck that how can I estimate the sandard erros of the non linear combinations in eviews? Can anyone help me in deriving the standard errors on non-linear combinations in Eviews. Although in Stata we can compute is by using nlcom command, how we can work out in eviews? Please help.

Regards,
Hassan

Use the View/Wald test and test the hypothesis that the nonlinear combination you want equals zero. You'll get the standard error toward the bottom of the output.

Thanks a lot. It works well. Can you suggest how can I get the standard errors of non linear combinations over a period of time. As a matter of fact I am interested to have recurssive / rolling elasticites. How can I get a series of recrussive elasticites alongwith their respective standard errors.

Regards,
Hassan