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Friday, May 19, 2017

The EViews Blog on ARDL - Part 3

As I mentioned in this recent post, the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a few days ago, here.

It's a real gem! The flow-chart and the detailed application are fabulous - I wish I could have come up with this myself.

Read it, read it................

© 2017, David E. Giles

When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came to light.

This certainly happens in econometrics, and here are just a few examples that come to mind.