All Questions
Tagged with ardl panel-data
3 questions
1
vote
0
answers
36
views
What is the role of Panel Cointegration Analysis in Estimating Long Run Effects for ARDL models?
I am estimating some panel ARDL models, and wanted to ask where the value add comes from with cointegration analysis. From what I've read, one can estimate long-run effects using an ARDL in levels as ...
1
vote
1
answer
1k
views
Panel ARDL Bounds steps?
I hope you are doing well. I need a little help. Can you please mention the steps for the ARDL Bounds test for cointegration and then causality - the panel data version, not the time series one. If ...
- 21
2
votes
1
answer
164
views
Inclusion of a squared independent variable in a Distributed Lag model
I am interested in regressing monthly temperature data on an individual's self-evaluated wellbeing in a panel survey, of the form:
...
- 33