My package lagreg is pending in the staging area it can do ARDL, find IRF, bootstrap CI
and build plots of IRF with CI also, there is more advanced piece dynMultipl.gfn by Artur
Tarassow. My package can be downloaded from the staging area: Warning it's not
approved yet, so can have bugs, but IRF was checked against other soft. Oleh
P. S. Sometimes ago Allin asked (I myself was among the "convicted") to start a
new thread if you have you own topic (which is, obviously the case)
31 грудня 2015, 19:41:06, від "Sven Schreiber" < svetosch(a)gmx.net >:
Am 31.12.2015 um 07:35 schrieb Muhammad Akram:
Dear All
I have tried my best to find out ARDL estimation using Gretl but I
couldn't do so. Is there any method available for this purpose. Please
let me know if it could be used for time series analysis.
Does this question have anything to do with OpenBLAS as in the thread
title? It doesn't seem so, so please start a new thread (fresh message
to gretl-users) with your problem.
That said, ARDL is just OLS with some lags. Use the OLS interface, it
comes with lag specification possibilities.
cheers,
sven
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