In particular, we'll see how they're used to implement the so-called "Bounds Tests", to see if To play a very important role recently in the modelling of non-stationary time-series data. Now it's time for us to get down to business and see how these models have come The first part of this discussion was covered in a (sort of!) recent post, in which I gave a briefĭescription of Autoregressive Distributed Lag (ARDL) models, together with some historical Well, I finally got it done! Some of these posts take more time to prepare than you might W e d n e s d a y, J u n e 1 9, 2 0 1 3ĪRDL Models - Part II - Bounds Tests
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