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st: how to make ARDL regression in Stata


From   SISAY Menji <[email protected]>
To   [email protected]
Subject   st: how to make ARDL regression in Stata
Date   Thu, 11 Nov 2010 16:33:28 +0300

Hi Eveyone,
I have been trying to make an ARDL regression of the form
y = b0 + b1*y(-1) + b2*(y-2) + b3*x + b4*x(-1) + b5*x(-2) + e
where b's are coefficients and brackets denote lags
How can I estimate such models in stata.
Best,
Sisay
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