tag:blogger.com,1999:blog-6883247404678549489.post8423972234288372602..comments2020-09-17T23:54:18.672-07:00Comments on EViews: AutoRegressive Distributed Lag (ARDL) Estimation. Part 1 - TheoryIHSEViewshttp://www.blogger.com/profile/04703437003033046408noreply@blogger.comBlogger53125tag:blogger.com,1999:blog-6883247404678549489.post-3968638178335395642020-05-25T18:56:07.487-07:002020-05-25T18:56:07.487-07:00hi thnkyou for the useful article
still have a few...hi thnkyou for the useful article<br />still have a few doubt about the content<br />really appreciate if the ihseviews team can guide me<br /><br />this is my question<br />why doesnt the 1st representation solve for yt? is it the reason why the 1st representation cannot be used to interpret as a short run parameter?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-74931573191775076052020-03-22T10:32:20.640-07:002020-03-22T10:32:20.640-07:00If i use ARDL estimation in Eviews 10 everything i...If i use ARDL estimation in Eviews 10 everything is OK, but in Eviews 11 with tfe same file (variables) i get message "y is not defined". SP there is no any variable without this message. What does it mean?Anonymoushttps://www.blogger.com/profile/06131852755310842514noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-23590585283442063132020-03-07T09:01:25.806-08:002020-03-07T09:01:25.806-08:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-22106763356673392052019-11-27T10:05:04.331-08:002019-11-27T10:05:04.331-08:00Good morning EViews team.
Please, for example; ARD...Good morning EViews team.<br />Please, for example; ARDL(1000):<br /> Eviews estimates the short-term equation without the three explanatory variables. What does it mean? Ie, in reality, how to interpret that?<br />Excuse me for the disruption, and thank you very much for your cooperation.<br />Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-79925834726230196162019-11-20T04:25:17.033-08:002019-11-20T04:25:17.033-08:00Good morning EViews team.
why EViews, estimate...Good morning EViews team.<br /> why EViews, estimates the short-term equation without the variables having a zero lag?<br /> For example; ARDL(21234560)<br />Eviews estimates the short-term equation without the seventh explanatory variable!Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-55667785387800640332019-11-01T14:58:09.822-07:002019-11-01T14:58:09.822-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-28701313734525725942019-06-25T09:34:01.968-07:002019-06-25T09:34:01.968-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-58463028081399209432019-06-24T04:17:19.822-07:002019-06-24T04:17:19.822-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-25400255345136591952019-06-24T03:49:39.101-07:002019-06-24T03:49:39.101-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-43189594476716800042019-06-17T21:13:08.065-07:002019-06-17T21:13:08.065-07:00Hello,
You have to go to Eviews10, and after t...Hello,<br /> You have to go to Eviews10, and after the general ARDL model estimation please click on: Coefficient Diagnostics/ARDL Long Run Form and Bounds Test -> Levels Equation.<br />CordiallyEcointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-40997630918339847232019-06-17T21:05:43.627-07:002019-06-17T21:05:43.627-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-56442767994564536102019-05-14T07:25:26.578-07:002019-05-14T07:25:26.578-07:00Really a very informative blog.Really a very informative blog.Muhammad Faheemhttps://www.blogger.com/profile/12908420446297473623noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-66433834810981224512019-04-03T07:36:53.116-07:002019-04-03T07:36:53.116-07:00This will be very useful. How can you let me know ...This will be very useful. How can you let me know about this? Can you send me that to my email please? ThanksHimmy Khanhttps://www.blogger.com/profile/06702422968121938601noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-47410930323508608712019-01-11T08:45:10.377-08:002019-01-11T08:45:10.377-08:00Hi everyone,
Does anyone know how to perform the ...Hi everyone,<br /><br />Does anyone know how to perform the test from Pesaran, M. H., & Smith, R. P. (2016). Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing. Research in Economics, 70(2), 262-280.?<br /><br />Thanks,Joananoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-76544276307670232032019-01-04T04:40:47.899-08:002019-01-04T04:40:47.899-08:00Hello,
How do I view the long-run coefficients fo...Hello,<br /><br />How do I view the long-run coefficients for an ARDL in EViews 10?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-44281188671910186672018-10-18T01:31:26.581-07:002018-10-18T01:31:26.581-07:00Hello all
When we use ardl bounds test , how can w...Hello all<br />When we use ardl bounds test , how can we choose no constant no trend , constant and trend ....<br />Depends on dependent variable??Nachidhttps://www.blogger.com/profile/12109444480759539236noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-57118653863160589402018-06-27T09:49:37.806-07:002018-06-27T09:49:37.806-07:00What about when you know that one is I(0) and the ...What about when you know that one is I(0) and the other is I(1) but there still seems to be a relationship? For example, I have a series that doesn't appear to have a unit root and doesn't have a strong deterministic trend but is part of a long run cycle so there are medium term 'ups and downs’. I have found that this is captured quite well by an AR(3) model. I also know that this market does react to interest rates so I would like to model this relationship. A time series plot shows some sort of link but its not as strong as would be from a traditional cointegrated relationship. However a scatterplot shows that there is a correlation so I was wondering if I could use an ARDL to model this? ThanksBekahhttps://www.blogger.com/profile/02942468922473841814noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-83337817461373649412018-06-14T13:26:32.080-07:002018-06-14T13:26:32.080-07:00It is very difficult to guide you since this is a ...It is very difficult to guide you since this is a question of theory vs practice. If theory calls for the inclusion of a trend and constant, then it should be included. If in this case it turns out that the constant and trend is insignificant, it means that the data being used is not compatible with the theory or the other way around.<br /><br />On the other hand, if theory does not suggest the inclusion of a constant / trend, then you did the right thing when you removed them. In general, you should always let the data speak for itself, unless theory suggests otherwise.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-54403068825624813902018-05-22T08:22:15.106-07:002018-05-22T08:22:15.106-07:00When to use Case-I? My model had both Intercept an...When to use Case-I? My model had both Intercept and Trend come out insignificant so I removed both and the model turned out great in all respects, but some experts are of the view that I must retain Intercept term no matter what the significance is. This reasoning makes Case I obsolete. Please guide soon as I am in a hurry.Muhammad Azam Niazihttps://www.blogger.com/profile/06113652375933331044noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-21828099380952510612018-05-09T10:26:22.568-07:002018-05-09T10:26:22.568-07:00Probably due to sample changes.Probably due to sample changes.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-28939218974084264192018-05-08T10:44:32.068-07:002018-05-08T10:44:32.068-07:00Good Morning...
Please, why does the value of t...Good Morning...<br /> Please, why does the value of the information criteria change (a small change or a correction) for the same model (ARDL or VAR) according to the proposed MAXLAG value?<br />Best,Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-62549249436181568382018-05-06T10:07:36.116-07:002018-05-06T10:07:36.116-07:00Congratulations IHS EViews for the excellent work ...Congratulations IHS EViews for the excellent work and thank you for this piece of art. It's really a great contribution to the whole econometrics community.<br /><br />I just want to mention some minor typos that might help future readers.<br />In equation (4) the last summation sign should start from 0 rather than 1 in order to allow for the inclusion of Δχ_j,t in levels. The corresponding theoretical DGP using the ~β_j(L) is correctly specified starting from 0.<br /><br />The other one is just after referring the Beveridge-Nelson decomposition, in the definition of ~ψ_i, I think it should have a positive sign. For which I am not 100% sure but I was unable to solve it using the negative sign but I did with the positive one.<br /><br />Please correct me if I'm wrong to help me improve myself.<br />And once again, congratulations for this great work.Kleanthis Natsiopouloshttps://www.researchgate.net/profile/Kleanthis_Natsiopoulosnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-81056382508335711872017-11-04T14:26:51.136-07:002017-11-04T14:26:51.136-07:00Indeed! If you read Part II or our ARDL series, in...Indeed! If you read Part II or our ARDL series, in particular, the text under the section "Analysis of the Alternative Hypotheses", you will see that we have specifically stated that y_t can indeed be I(0) if the null hypothesis is rejected. These are cases captured by the alternative hypotheses H_A2 and H_A3.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-29556992834874298172017-11-02T22:23:32.191-07:002017-11-02T22:23:32.191-07:00Dear All, I did ask clarification whether if possi...Dear All, I did ask clarification whether if possible to have I(0) as dependent variable to the developer of this model. Surprisingly, the author said that there is no problem to have I(0) as dependent variable. And one more thing, the author of the ARDL paper also added that if all variables are integrated at I(0), then we can only used the I(0) critical value to have the cointegration, not necessary the I(0) critical bound. In this case, I will follow the original authors. Thank youAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-88709314871001240682017-10-14T12:27:13.665-07:002017-10-14T12:27:13.665-07:00Great jobGreat jobAzzanoreply@blogger.com