Dear Sayed, this process entails estimating first the ARDL-ECM and, then, the conditional long-run model. For relevant applications i recommend you read two of my papers that detail and model each step. See references below, which can be downloaded in full text from my research gate page. It would also be useful to refer you to the canonical sources, the references of which are cited in the references of those papers. I hope this helps and good luck with your research. Prof. De Vita
Article: The Impact of Exchange Rate Volatility on UK Exports to EU Countries
Glauco De vita · Andrew Abbott - Full-text · Article · Feb 2004 · Scottish Journal of Political Economy
Article: An empirical analysis of energy demand in Namibia
G. De Vita · K. Endresen · L.C. Hunt - Full-text · Article · Aug 2005 · Energy Policy
I have read your article title "The Impact of Exchange Rate Volatility on UK Exports to EU Countries" it is very very informative regarding using ARDL model. please can you share with me the results file of eview file or in other software you have estimated the model. Sir you have used written in the table model specification in various table (1,0, 0,0/ 2, 0, 0, 0) sir what is means how we get to know which model is 1,0, 0,0 and which one is 2, 0, 0, 0. Please sir if possible please send me the complete of file of results from which these results are derived i am very thankful to you
Dear Sayed, I am afraid these are papers written nearly 15 ago! Hence i no longer have the data files (i moved house and jobs in the meantime as well). However, the numbers in parentheses you are asking about are simply denoting the ARDL lag specification of the underlying ECM models. I hope this helps.
Sir one more thing 0 means when we take simple difference of variables for example D(X) and 1 means when we take the difference and one lag e.g D(x(-1) and 2 means when we take two lags e.g d(x(-1)) d(x(-2))
Indeed, Sayed. Please also look at the following blog by a Canadian colleague, which i am sure will be immensely helpful to you; a clear step-by-step guide as it were!
See http://davegiles.blogspot.co.uk/2013/06/ardl-models-part-ii-bounds-tests.html