Question about Panel Ardl test steps?

15 October 2023 1 6K Report

Hello Everyone...

I want to write my thesis for this purpose. Anyone guide me? What are the steps of the panel ardel test in eviews (a-z)? What tests do we do for panel data?

Jimoh Saka

Yes, Panel ARDL is a technique of estimation but based on the unit root test outcome(s). Of course, if all variables are integrated at levels , then OLS is chosen, if I(1) you could employ the Johansen cointegration test but with a combination of I(1) and I(0) variables and particular with dependent variable being I(0), then ARDL comes up. Note that there are various test methods for the panel unit root test just as there are for the single country case. Also not that there are short run and long run coefficients in the ARDL outcomes. The long run relationship can be detected through the long run outcomes. Hope these contributions have helped you. You are free to ask further questions.

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