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4:54
YouTube
teachmehow
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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