This video gives a step-by-step guide on how to estimate an ARDL model with dummy variables using Stata13. From optimal lag selection to unit root tests, model specification, ECM and diagnostics etc., ….so, grab your laptops, load in your data and do-as-I-do!

Here is the link to the engee3.xlsx dataset used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/fo...

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