tag:blogger.com,1999:blog-2198942534740642384.post1196286925794945186..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Cointegration, Structural Breaks, and gretlDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2198942534740642384.post-68616783967778442302012-07-06T08:02:38.178-07:002012-07-06T08:02:38.178-07:00Sala: I have plans for a couple of posts on this i...Sala: I have plans for a couple of posts on this in the near future.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-10586646945759313472012-07-06T06:11:35.946-07:002012-07-06T06:11:35.946-07:00Dear Professor Dave,
Is it possible for you to de...Dear Professor Dave,<br /><br />Is it possible for you to demonstrate with an example of three or four variables how to test for cointegration using the ARDL approach of <br />“Pesaran M., Shin Y., Smith R. (2001). Bound testing approaches to the analysis of level relationship. Journal of Applied Economics 16: 289-326.”<br /><br />Thank you<br />SalaAnonymousnoreply@blogger.com