ARDL Tutorial: Solving Serial Correlation, Heteroskedasticity and Model Stability Issues скачать в хорошем качестве

ARDL Tutorial: Solving Serial Correlation, Heteroskedasticity and Model Stability Issues

In this video, I walk you through a practical ARDL (Autoregressive Distributed Lag) analysis, focusing on how to identify and correct common diagnostic problems that often affect empirical results. You will learn how to: Detect and fix serial correlation in an ARDL model Address heteroskedasticity to obtain robust estimates Improve model stability using appropriate diagnostics Interpret stability tests and ensure reliable ARDL results This tutorial is ideal for postgraduate students, researchers, economists, and data analysts working with time-series data in EViews, Stata, or similar econometric software. The video emphasizes best practices for producing valid and publishable ARDL results. If you are working on thesis writing, journal submissions, or policy-oriented research, this step-by-step guide will help you strengthen your model diagnostics and improve the credibility of your findings. 📌 Topics Covered: ARDL bounds testing Serial correlation correction Heteroskedasticity treatment Model stability and CUSUM tests Reliable time-series estimation 👍 Don’t forget to like, share, and subscribe for more tutorials on econometrics, time-series analysis, and applied economic research.