Why "regress" output and "ardl" output are not exactly the same?
I used the ardl specification, for instance, (2,0,2) and then I ran normal least square regression with the excatly the same lags for the dependent and independent variables, but the results are not exactly the same.
Regards.
I used the ardl specification, for instance, (2,0,2) and then I ran normal least square regression with the excatly the same lags for the dependent and independent variables, but the results are not exactly the same.
Regards.
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