Introduction to the Autoregressive Distributed Lag (ADL) Model: Stationarity and Dynamic Multipliers

[@smsm314]

Good Morning Professor
THANK YOUV ERY MUCH...
Please, in the autocorrelation test (ARDL (p,q1,q2,q3,....,qk) model errors), what is the lag used in the LM test?
Cordially

[@jesustorres7558]

Hi professor, thanks for the information. When I estimate this ADL by way of OLS I can get the long run coefficients, my question is, How can I get the standard errors of these long run coefficients?

[@hj9891]

I have estimated an ARDL(7,2) model in Eviews. Does this mean that the dynamic multiplier in algebraic terms gets larger and larger, and isnt int he simple format you get at the end of the video?
thanks

[@sergiosoloaga2788]

thanks a lot!