ARDL using Microfit 5

Manuals for download:

1. Extract from Pesaran's Book "Time Series Econometrics using Microfit 5",
2. Instructions.


Bonus: VAR/VECM using Microfit 5
(The manual includes unit root tests, VAR lag order selection, cointegration tests, LRSM, VECM, VDC, Impulse-response, Persistence profile)

MGARCH-DCC using Microfit 5

1. Open Microfit,

2. Import your data: File --> Open File