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re: st: how to make ARDL regression in Stata
From
Christopher Baum <[email protected]>
To
<[email protected]>
Subject
re: st: how to make ARDL regression in Stata
Date
Thu, 11 Nov 2010 09:31:28 -0500
<>
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.
. webuse lutkepohl
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)
. reg consumption L(1/2).consumption L(0/2).income
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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