SOFTWARE SOLUTIONS FOR ARDL MODELS
VAR type models can be used only for stationary time series. Causality analyses through econometric models need that series to have the same integrated order. Usually, when constraining the series to comply these restrictions (e.g. by differentiating), economic interpretation of the outcomes may bec...
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| Format: | Article |
| Language: | English |
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Nicolae Titulescu University Publishing House
2015-07-01
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| Series: | Challenges of the Knowledge Society |
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| Online Access: | http://cks.univnt.ro/uploads/cks_2015_articles/index.php?dir=12_IT_in_social_sciences%2F&download=CKS+2015_IT_in_social_sciences_art.143.pdf |