Hikmet Akyol

2 Questions 17 Answers 0 Followers

Questions related from Hikmet Akyol

Can the PMG/ARDL estimator be used in the case of cross sectional dependence?

Hello! In my research, I examined the period between 2007q4 and 2019Q3 of nine banks operating in Turkey using the PMG-ARDL estimator proposed by Pesaran et al (1999). In this respect, can I ask...

01 January 1970 6,471 15 View

Is it necessary that the dependent variables used in the ARDL/NARDL method are stationary at the level I [1]?

There is a general discussion that dependent variables used in the ARDL method should be stationary at level I [1]. However, in some studies, the ARDL method was used, although the dependent...

01 January 1970 4,940 3 View