Hi
My questions are on Nonlinear and Asymmetric Autoregressive Distribution Lag Model (NARDL)
1. How can we add fixed regressors (like dummies etc) in NARDL model?
2. If I have 3 variables on RHS, how can i check for Asymmetric relation w.r.t. one of these variables and symmetric relation wrt the other two variables?
Thanks
My questions are on Nonlinear and Asymmetric Autoregressive Distribution Lag Model (NARDL)
1. How can we add fixed regressors (like dummies etc) in NARDL model?
2. If I have 3 variables on RHS, how can i check for Asymmetric relation w.r.t. one of these variables and symmetric relation wrt the other two variables?
Thanks