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st: how to make ARDL regression in Stata
From
SISAY Menji <[email protected]>
To
[email protected]
Subject
st: how to make ARDL regression in Stata
Date
Thu, 11 Nov 2010 16:33:28 +0300
Hi Eveyone,
I have been trying to make an ARDL regression of the form
y = b0 + b1*y(-1) + b2*(y-2) + b3*x + b4*x(-1) + b5*x(-2) + e
where b's are coefficients and brackets denote lags
How can I estimate such models in stata.
Best,
Sisay
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