WAVENARDL: Stata module estimating Wavelet-based Nonlinear ARDL (W-NARDL) model (Jammazi, Lahiani & Nguyen, 2015)

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: wavenardl estimates the wavelet-based nonlinear autoregressive distributed lag (W-NARDL) model of Jammazi, Lahiani & Nguyen (2015).

Language: Stata
Requires: Stata version 17
Keywords: wavelets; ARDL; autoregressive distributed lag model; nonlinear estimation (search for similar items in EconPapers)
Date: 2026-07-02
Note: This module should be installed from within Stata by typing "ssc install wavenardl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/w/wavenardl.ado
http://fmwww.bc.edu/repec/bocode/w/wavenardl.sthlp
http://fmwww.bc.edu/repec/bocode/w/wdenoise.ado
http://fmwww.bc.edu/repec/bocode/w/wdenoise.sthlp
http://fmwww.bc.edu/repec/bocode/_/_wavenardl_diag.ado
http://fmwww.bc.edu/repec/bocode/_/_wavenardl_dynmult.ado
http://fmwww.bc.edu/repec/bocode/_/_wavenardl_stars.ado
http://fmwww.bc.edu/repec/bocode/w/wavenardl_example.do

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