How can I deal with error message while doing NARDL with Eviews ?

How to handle missing values?

Dear colleagues, What can you suggest in order to fill the missing values, as you can see in the picture? Best Ibrahim

24 December 2020 4,834 5 View

ARDL bounds test on Eviews: does multicollinearity impede the model from running?

Hi everyone, I hope I can get some help. My group is running an ARDL bounds model to test the Environmental Kuznets Curve in Cyprus. We're trying to perform it on Eviews, but we can't seem to be...

02 December 2020 9,230 4 View

Difference between ECM Regression and CEC Regression?

What's the difference between the ECM Regression in the ARDL Error Correction Regression and the Conditional Error Correction Regression in the ARDL long run form and bound test as seen in EViews

02 December 2020 6,770 1 View

How to conduct CUSUM and CUSUMsq test after the inclusion of an exogenous dummy variable in my ARDL model?

Hi all, I have been struggling a great deal with this matter and as such I hope you could provide me with answer. I have added a dummy variable to my ARDL model to improve its stability (Eviews)....

01 December 2020 1,071 5 View

How to run an MGARCH-BEKK MODEL in eviews and interpret the results?

19 November 2020 4,350 3 View

Data is not stationary, i tried ADF Eviews, I got I(0) at level. but when looking at the graph and correlogram, my data isnt stationary at level, why?

I am trying to make my data stationary. I tried ADF on EVIEWS and got that my data is already stationary at level. However when looking at graph and correlogram it was clearly not the case. I...

12 September 2020 8,029 5 View

How do I retrieve the level series back from the differenced series?

I estimate a variable x from a differenced equation such that x is attained in its first differences. But now I need this variable in its levels. Could someone please suggest me how to do so? If...

09 September 2020 4,499 3 View

How can i conduct Multivariate Regression Analysis in Eviews?

I'm interested in estimating the impact of business risk on capital structure (CS) and dividend policy (DP). My study focused on three hypotheses. The first and second hypotheses focused on...

01 August 2020 3,253 3 View

Which analytical software is best for input-output/multiplier analysis?

Esteemed colleagues, I crave your suggestions on the best analytical software for analyzing economic impact using input-output and multiplier analysis? Which of these is most appropriate: Stata,...

24 May 2020 6,597 12 View

How can I create pre- and post-holiday dummy variables in EViews or Stata?

I have daily closing values of multiple stock indices and i have lists of public holidays for the whole period. I want to inspect the existence of a holiday effect. My regression equation is as...

23 May 2020 5,456 12 View

Kehinde Mary Bello

Dear Mansoor.

Check your data well, are they from a reliable source?

Then your model specification, make sure they are well specified.

NARDL could be very difficult sometimes, ones it does not run, it will not run.

You might just consider another technique.

Regards

Adam Umar

Multicolinearity could cause that. First check the Correlation Matrix to ascertain the degree to which the independent variables are collinear.

If multicollinearity exist between the IVs then solve that issue and get back to run your analysis.

Thomas Jones

It is common when parsing out the pos and neg components of your Xt that you will have 'too few' values which have a non-zero difference. Therefore, you'll generate a new series which is essentially a constant. Check all your differences series for this condition.

Nikunj Patel

Dear Prof. Mansoor,

You can share your dataset on [email protected]. I will check and let you know what is the issue.

Best wishes