DYNARDL: Stata module to dynamically simulate autoregressive distributed lag (ARDL) models

Soren Jordan () and Andrew Q. Philips ()
Additional contact information
Soren Jordan: Auburn University
Andrew Q. Philips: University of Colorado Boulder

Statistical Software Components from Boston College Department of Economics

Abstract: dynardl is a program to produce dynamic simulations of autoregressive distributed lag (ARDL) models. See Philips (Am.J.Pol.Sci.,2018) for a discussion of this approach, especially in regards to the error-correction ARDL representation of Pesaran, Shin, and Smith (J. Applied Econometrics,2001). See Jordan and Philips (Stata J., in press) for an in-depth discussion of this program.

Language: Stata
Requires: Stata version 8
Keywords: ARDL; simulation; dynamic simulation (search for similar items in EconPapers)
Date: 2018-12-10
Note: This module should be installed from within Stata by typing "ssc install dynardl". 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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http://fmwww.bc.edu/repec/bocode/d/dynardl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dynardl.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pssbounds.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pssbounds.sthlp help file (text/plain)

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