PMG/ ARDL Model || Autoregressive Distributed Lag Model || EViews|| Panel Analysis

Hello everyone.....

This video explains how to run PMG/ ARDL model in EViews.
Please Note:
Pre-requisite conditions which must be satisfied before running ARDL Model -
1. "Before running ARDL model check the stationarity of all the variables. All the variables should be stationary at difference".
2. If some of the variables are stationary at difference and some of them are stationary at level, still you can run ARDL.
3. NONE of the variables should be stationary at second difference.

Autoregressive Distributed Lag Model is used to disentangle short run and long run effects of a regression model and to obtain short run and long run regression coefficients of a model.
Thus ARDL helps to estimate both short run and long run effects.

Hope you liked the video.

Thanks for watching and subscribing.....
Happy Learning !!

[humanityismustforall]

Thanks for this video on ARDL. Please upload a video on NARDL also.

[moisedjepangkouamo]

Hey ! how to recognize that the MG technique should be applied instead of the PMG/ARDL method?

[aminaahmedalibelal]

Should not here have to adjust the lags ? as all variables are insignificant from ARDL results. Thanx

[mudassarbilal]

hi ma'am, What is the difference between PMG and CS ARDL? can we run CS-
ARDL in Eviews? if yes, then how?

[mohamedalimohamed]

Thanks for your explanation, Please, Could you make a video about ARDL Model From Generak to Specific approach?

[aminaahmedalibelal]

What a nice explanation. i would like to ask you, i don't have the linear trend, and when i leave it as the default, results did not show the long run equation estimation. any reason why? Thanx

[omorfaruq]

Can you pls give a lecture on how to run the rolling regression in eviews, thank you.

[NATURE__Photography]

Thanks a lot for this video😍😍. Could you please make a video describing the differences between ARDL, GMM, PMG, FIXED and RANDOM.

[adimudrakathak]

Whenever I run this model the error of the near singular matrix comes... Why is this so... Do I need to make any corrections in my data ... GMM was easily done on the same data.

[lovenepal]

Hello mam how to get longrun coefficient of cross sectional data in eviews ardl?

[aroojnaz]

maam, i have question regarding cointegrating equation values in the short run panel.... statistically coefficient value of Cointegrating eq should be negative and correspondingly its P value should be significant... but as in ur video Cointegrating eq coefficient is negative but not significant what does this mean and additionally does this make model erroneous?...bcz i have the same issue ...i need ur kind explanation on this issue

[amandeepsidhu]

So this means that while reporting the results one need to mention the short run effects, long run effects and individual cross-section effects.

[Angie-wcbu]

Thank you so very much for this video. It is so well explained and detailed. Please do we have to check for trend? Is there an implication if we leave it at the default constant? Thank you once again.

[mansoorahmed]

Thank you for sharing valuable info. I have one question, when i perform panel ARDL model, the results show error of near singular matrix. what does it mean, i cannot run the regression. waiting for ur valuable suggestions.

[aminaahmedalibelal]

Does Endogeneity problem have any effect on the model results? If yes, how?

[mohammadhelalallail]

hello mam, i am having an issue of insufficient observation when running second level root test

[Azam_Pakistan]

Can we see the effect of Wheat prices of last two years (P lag1 and P-Lag2) on wheat production this year using ARDL?

[richapatel]

Why does panel ardl doesn't have rsquare value

[kinzawayne]

Hi. Why I keep getting singular matrix when performing pooled ARDL? Plz help

[kanikakarwal]

Which eviews are you using? Student version or the paid one?