(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Today the team at EViews published an important post on their blog. It's titled, "Autoregressive Distributed Lag (ARDL) Estimation. Part 1 - Theory".
If you have an interest in ARDL modelling - and I know that there are lots of you out there - then this is a must read post.
And as you can tell from its title, there's also a follow-up post on the way. So, you should watch out for it.
If you plan on doing any ARDL modelling, you really can't go past EViews, so take a look.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
