ardl: Estimating autoregressive distributed lag and equilibrium correction models

Time Series #econometrics get a boost with @Stata's new command for Autoregressive Distributed Lag models. If you are, like me, not content with univariate time series models, read this paper: https://t.co/Sb5HSDJDTC

RT @Kripfganz: In our #ARDL article just published in the #StataJournal, we empirically assess whether the #Bitcoin price is determined by…

In our #ARDL article just published in the #StataJournal, we empirically assess whether the #Bitcoin price is determined by economic fundamentals; we do not find reliable evidence for such a long-run equilibrium relationship. #BTC

RT @Kripfganz: More than 10 years ago, Daniel Schneider and I began working on our ARDL @Stata package for the estimation of autoregressive…