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ARDL approach command

Posted: Fri Jul 27, 2012 10:27 pm
by atifdai313
Bilateral J-Curves between Pakistan.pdf
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Respected brothers, i am replicating the attach article,please guide me about the commands of ARDL(BOUND Approach) and ECM.

Suppose the model is:

lny=bo+b1lnx1+b2lnx2+b3lnx3+e...............(1)

Please write here the command on ARDL and Error correction model.

Also if anybody explain about no of lags, why we are taking 1,2,3 or 4 lags,what are the reason behind this lags taken procedure.

My data is annual.