How to Run Autoregression Distribution Lag in Excel - Cuardach Físeáin

Autoregressive Distributed Lag (ARDL) Model

YouTubeteachmehow

Autoregressive Distributed Lag (ARDL) Model

The Autoregressive Distributed Lag (ARDL) approach to assessing cointegration, i.e. whether a long run relation exists was introduced by Pesaran and Smith (1995) and further developed by Pesaran et al. (2001). This video gives a quick and short tutorial on how to estimate an ARDL model in EVIEWS. Both papers are referenced below: Pesaran, M. H ...

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Léim chuig príomh nóiméid de How to Run Autoregression Distribution Lag in Excel

Ó 02:00Truncation Data for Maximum Lag

Optimal lag length: Akaike and Bayesian information criteria (Excel)

Ó 02:17Checking for Long Run Cointegration

Autoregressive Distributed Lag (ARDL) Model

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Ó 0:00Introduction to AR Models

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Ó 0:00Introduction to Runs Test

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