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ARDL bound cointegration method

Posted: Wed Jul 24, 2013 12:51 am
by rahas
hi, i want to check long run relationship between my two variables interest rate (i.r) and exchange rate (e.r) by ARDL bound method. relation between these variables is like e.r = alpha + beta(i.r) + error term.
PLZZZ tell me how to run ARDL in eviews 7 when data is quarterly ranging from 1982Q2- 2010Q2.

Re: ARDL bound cointegration method

Posted: Tue Aug 13, 2013 2:50 am
by eyas
you can not run the ARDL directly in eviews 7 even eviews8 , but you can run it after use this design equation known as ARDL model
d(y) = y(-1) + x(-1)+d(x)(-1))+d(y)(-1)) you can add lags as you want for y and x
Fore more information You can chech me in skype ... eyas.shqra mob ,, 00966556234214
Regards