stata的ardl.ado命令和ardl.sthlp帮助文件

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

1. ardl fits a linear regression model with lags of the dependent variable and the independent variables as additional regressors. Information criteria are used to find the optimal lag lengths if those are not pre-specified as an option. The estimation output is delivered either in levels form or in equilibrium correction form. The Pesaran, Shin, and Smith (2001) bounds testing procedure for the existence of a levels relationship is implemented as a postestimation command. Corresponding critical values as well as approximate p-values are available for any sample size, number of regressors, and lag combination.

复制代码

chicago16_kripfganz.pdf (326.4 KB)

2018-7-25 16:03:19 上传

ardl.rar (20.56 KB) 本附件包括：

• ardl.ado
• ardl.sthlp

2018-7-25 16:02:47 上传

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏4 回帖

关键词：Stata ARDL tata 帮助文件 sth stata ARDL ado ADDL模型

你好。请问是否有ardl postestimation的code可以同时提供。