Hello, Dr. Dhaval Maheta, First of all, thank you very much for sharing this video. I'm currently working on NARDL model as well; however, I am not quite sure about that in general, which table results should be presented in the discussion usually. (Conditional Error Correction Regression? Levels Equation ? ...etc.)
@@DhavalSaifaleeAaryash Dr. Macheta, thank you so much for the reply. I just have another question. Output at 20.3 is the result for the long-run effects, right? So, how about the short-run effects (from ECM)? We don't need to report it or it is not what we would be interested in?
Thank you very much. Is it theoritcally acceptable to apply the normal ARDL model first, and get the coefficients for all the regressors ( I have 4 in my study ), and then apply the NARDL for only one variable to test the asymmetry??
You need to check your data. A Singular Matrix Error in EViews usually occurs when you have a perfect multicollinearity in your dataset, meaning that one or more of your independent variables are perfectly correlated with each other
A great video and present. Thanks a lot Mr. Maheta.
Great and informative videos. I would like to ask you a question, why you have choose CONSTANT in the TREND SPECIFICATION?
Hello, Dr. Dhaval Maheta,
First of all, thank you very much for sharing this video. I'm currently working on NARDL model as well; however, I am not quite sure about that in general, which table results should be presented in the discussion usually. (Conditional Error Correction Regression? Levels Equation ? ...etc.)
We have to report
1. Bounds Test
2. Output at 20.3
3. Graphs shown in last
@@DhavalSaifaleeAaryash Dr. Macheta, thank you so much for the reply. I just have another question. Output at 20.3 is the result for the long-run effects, right? So, how about the short-run effects (from ECM)? We don't need to report it or it is not what we would be interested in?
Thank you very much.
Is it theoritcally acceptable to apply the normal ARDL model first, and get the coefficients for all the regressors ( I have 4 in my study ), and then apply the NARDL for only one variable to test the asymmetry??
why value of beta 1 is positive for negative X
sir, it says near singular matrix error
You need to check your data. A Singular Matrix Error in EViews usually occurs when you have a perfect multicollinearity in your dataset, meaning that one or more of your independent variables are perfectly correlated with each other