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noetsi
Obsidian | Level 7

I have looked a lot through the documentation, but can't figure this out. I would like to use this for, among other things, the cointegration suggested for ARDL by Pesaran and Shin (among others). 

2 REPLIES 2
noetsi
Obsidian | Level 7
I reviewed those and it could be in several notably AUTOREG and VARMAX. But I am not sure -I don't know anywhere in the documentation where it says this does ARDL. There are many similar methods.