Estimating long-run coefficients from an ARDL model

Whether if we’re working with Time Series Data or Panel Data, most of the times we want to follow the analysis of the long-run behavior and the short-run dynamics. An interesting but well-known model that enable us for such approach is the Auto-Regressive Distributed Lag model which stands as ARDL. There are a lot of …

Estimating long-run coefficients from an ARDL model Read More »