(EViews 10) How to perform ARDL and ECM Model with dummy variables Model 2

[@zak26khan]

sir i appreciate your efforts to educate us

[@aec7787]

Hello, Mr.Khan thank you for watching my channel. Please share, liked, and subscribe for more videos if you like the video.

[@arfaibtissem8830]

thank you for the video ! but if i have three dummy variables how to introduce them in the equation, is it the same way as introducing one dummy variable ?

[@kwi77homeedition]

Hi, let me first thank you for videos. I would like to ask you, how it is possible to produce IRF for ECM/ARDL model or DOLS model. Many times, there are bootstrapped models and simulated IRFs. I know how to do that in VAR or VECM, but not in model with one single RHS. Thank you a lot.

[@muneebsagheer423]

In the short run we have only three variables results while in the long run we have all variables results. How we can find the missing variables results in the short run?

[@junniesingsangsong675]

Hi, Thank you for your detail video! I have few questions regarding Serial LM test and heteroskedascity test! When I do heteroskedascity Breusch test, prob. chi-square right next to observed r squared is also below 5% (0.0478). but for arch test, it's over 5%. How can I fix this problem? And My CUSUMSQ is not in between 5% level... What's the problem here? Thank you again sir!

[@majeedhussain914]

Hello friend,I recommend you to see my other video explained carefully to solve your problem with both serial correlation and HSK problem Good luck

[@najwanog9968]

pleasee teach proper way to make dummy

[@majeedhussain914]

Hi Najwan,can you clarify your comment with thanks