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Re: st: concerning the reparametrization of the ARDL


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: concerning the reparametrization of the ARDL
Date   Sun, 8 Jul 2012 18:10:26 +0500

Hi,

Regarding long run parameters int the ARDL, although not that much
clear from your asking, the coefficients on the level (also may or may
not include lags) variables on the right side are considered as
estimate of the long run and the coefficients on the differenced (also
may or may not include lags) variables on the right side are
considered as estimate of the short run.

If more details on your specific requirements are made available,
there may be more comments which will help us learn about.

Hope this is what  you wanted to discuss,

Best of Regards
Anees


On Sun, Jul 8, 2012 at 3:44 PM, mariam ouchen <mariam.ouchen@gmail.com> wrote:
> Good day statalisters!!
>
>  I want to  transform an autoregressive distributed lag  (ARDL)  to a
> long-run equation (reparametrization of the (ARDL). How could i do
> that?
> the equation is displayed here
> https://docs.google.com/file/d/0B4dAkTAHpGBDSjA4RmlnbkxoLVU/edit
> Many thanks in advance
> *
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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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