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Asymmetric Effects Non linear NARDL model estimation using EViews 9 and Below for Timeseries Data

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Jul 22, 2020
5:45

When the variables in the time series have mixed order of integration, based on the unit root tests, then we can use the ARDL model. NARDL model is advanced version of ARDL model in which a certain specified variable can be splitted into increasing and decreasing effects. Since this splitting allows the model to have different coefficient for the increasing and decreasing portion hence it is named as asymmetric effects. This tutorial guides to estimate the #NARDL model for #eviews 9 and older versions. In this EViews you have to identify the #asymmetric #variable in the labels which is automatically sorted in EViews 10.

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Asymmetric Effects Non linear NARDL model estimation using EViews 9 and Below for Timeseries Data | NatokHD