On Wed, 15 Sep 2010, sahana shreeya wrote:
Hello, does GRETL can perform ARDL test, how to go about it
At
http://lists.wfu.edu/pipermail/gretl-users/2010-February/004441.html
you'll find a script to estimate an Almon lag specification using
gretl. You may be able to adapt it to your case.
Allin Cottrell