Maryam jafari
4 years & 7 months ago

I want to know whether it is possible to estimate ARDL model when dependent variable causes independent variable

Priya Chetty
4 years & 7 months ago

Yes, it is possible.

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Imeera
5 years & 6 months ago

I want to command in stata for ARDL model.

Riya Jain
5 years & 6 months ago

Hi Immera,
The syntax for ARDL command in stata is ardl depvar [indepvars] [if] [in] [, options].

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Agbabiaka kamor oladimeji
5 years & 7 months ago

Good day how is the family and business? am trying to run the ARDL but the error showing is singular matrix. wnat can i do pls. the model is
GDP = F(INFR, INTR, EXR, FDI, GOVEXP, CONEXP, TROPE, SAVGAP, EXCGAP)

I TYPED IT AS D(LOGGDP) D(INFR) D(INTR) D(EXR) D(FDI) D(LOGGOVEXP) D(LOGCONEXP) D(TROPE) D(SAVGAP) D(EXCGAP) (ECT-1)
your respond will be highly appreciated

Riya Jain
5 years & 6 months ago

Hi Agbabiaka Kamor Oladimeji
Everything is fine..Thanks for your concern. Hope you are doing well too and everyone is good.
Regarding your query, try checking the correlation matrix for the variables. Possibly there would be perfectly negative correlation or identical variables inclusion in the model. Secondly try to have same nature variables..i.e. use Log-Log model wherein all dependent and independent variables are in log form.

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Olanireti
6 years & 2 months ago

When there is heteroscedasticity in the data set, what should be done in order to model ARDL

Dan h
6 years & 8 months ago

Kindly, when is the restricted over unrestricted trend and or constant adopted in endogenous models like the ardl to say?

I humble to hear from you.

Taxah
7 years & 2 weeks ago

so if i run OLS on my data and RESET is 0.0000 i can use the ARDL? my topic is impact of trade openness on the manufacturing sector perfomance of zimbabwe

Tosser
7 years & 4 months ago

If dependent variable is I(2).then is it ok to run ARDL model?

Saptarshi Basu Roy Choudhury
7 years & 4 months ago

Hi Tosser,

If the dependent variable in your model is I(2), then ARDL is not the appropriate model to run as mentioned in the assumption section in this article. You can also refer to the paper by Pesaran, Shin and Smith (2001) published in the Journal of Applied Econometrics for this. It is a very important paper on the topic of ARDL. It mentions that for ARDL to run, the independent variables can be a mixture of I(0) and I(1), and the dependent variable needs to be I(1). Therefore you will have to check the stationarity in all the variables. If the dependent variable is I(2), ARDL cannot be applied. Same applies for the independent variables, that is, none of them can be I(2) in an ARDL model.

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Kedija
4 years & 5 months ago

OK,my question is the common advantage of ARdL bound test mismatch ,which is the advantage of ARDL model approach?

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Rida
2 years & 10 months ago

No we cannot apply ARDL on I(2). It is applicable when you have mixture of I(0) and I(1).

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Bedada Shambel
7 years & 9 months ago

I thank you for being your member.