16. Auto Regressive Distributed Lag (ARDL) Model using Dummy Variables in EView || Dr. Dhaval Maheta

[@monojyotimaitra2183]

Just awesome

[@kfohocran]

thank you for the video. Indeed, you are awesome

[@azzahassan84]

how to handle structure breakpoints in Johansen cointegration test please

[@bellisma77]

Great . What if there are 2 breakpoints ? How to create the dummy variable here?

[@adamroble7106]

is it possible that a dummy variable appears in the long-run coefficients of the ARDL model? I have a COVID19 dummy that is appearing both in the short run and long run coefficient estimates.

[@aminaahmedalibelal5676]

Very smooth. Can we do the same for panel data? as the the only available option when pressing the STABILITY icon in NORMALITY TEST.

[@dhakaramkadel3671]

Very clear. would you please see this? While conducting the ARDL model with four variables in Eviews, all the variables are non-stationary at level, but at the first difference, i.e., I(1), two variables, including the dependent variable, are stationary without taking their log, but two other independent variables are with log only. Should I need to use a log for all the variables in this situation?

[@DhavalSaifaleeAaryash]

Yes...any transformation should be done on all the series

[@dhakaramkadel3671]

@@DhavalSaifaleeAaryash Thank you very much sir

[@isiwugeorgeduhu7519]

This is interesting.

[@yenisuciparamitha4325]

what if we want to forecasting the future using ardl?

[@yenisuciparamitha4325]

Please answer🙏

[@mercyjohn8103]

Thank you sir

[@abbaskhanyousafzai1]

teach us multiple structural breaks

[@DhavalSaifaleeAaryash]

i have already uploaded see my video on Bai Perron Test