A Simple Note on Augmented Autoregressive Distributed Lag Model (A-ARDL)

Saizal Pinjaman

EconStor Preprints from ZBW - Leibniz Information Centre for Economics

Abstract: This document, A Simple Note on Augmented Autoregressive Distributed Lag Model (A-ARDL), provides a concise explanation of the Augmented ARDL (AARDL) approach introduced by Ronald McNown and colleagues. The note discusses the motivation behind AARDL, particularly its role in addressing weaknesses in the conventional ARDL bounds testing procedure when the dependent variable is stationary, I(0). It explains how the augmented framework helps distinguish genuine cointegration relationships from degenerate cases by introducing additional testing procedures on lagged independent variables.

Keywords: Augmented ARDL; Long Run Relationship; Short Run Relationship; Cointegration (search for similar items in EconPapers)
JEL-codes: C22 C32 (search for similar items in EconPapers)
Date: 2026
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https://www.econstor.eu/bitstream/10419/341087/1/Simple-Note-on-AARDL.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:zbw:esprep:341087

DOI: 10.6084/m9.figshare.32304789

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