Another year, and lots of exciting reading!Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive movi...
Another year, and lots of exciting reading!Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive movi...
Another year, and lots of exciting reading!Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive movi...
As I mentioned in this recent post, the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a few days ago, here.It's a real gem! The flow-chart and the detailed application are fabulous - I wish I could have co...
Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came ...
The team at EViews has just released another post about ARDL modelling on their blog. This one is titled, "AutoRegressive Distributed Lag (ARDL) Estimation. Part 2 - Inference". This post is a follow-up to one that they wrote last month, and which I co...
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...
Recently, I received an email from Ozan, who wrote:"I’ve a simple but not explicitly answered question within the text books on stationary series. I’m estimating a model with separate single equations (I don’t take into account the interactions a...
My previous posts relating to ARDL models (here and here) have drawn a lot of hits. So, it's great to see that EViews 9 (now in Beta release - see the details here) incorporates an ARDL modelling option, together with the associated "bounds testin...
When you get a chance to check out the "beta" release of EViews 9 (which current users can download from here), you'll find lots of new features.Many of these relate to the Eviews interface, data handling, and graphs and tables. And then (of course) th...
In a post back in January, I drew attention to an Add-In for EViews that allows you to estimate ARDL models. The Add-In was written by Yashar Tarverdi. At that time, one limitation was that the Add-In handles only two variables, X and Y.Judging by the ...
