Ardl utest

[Justine Borja]

Hello Statalisters!

I am trying to use the Utest command to validate the existence of U-shaped relationship among my variables. However, I cannot execute it after the ARDL command. Does it only work after the reg command? Thanks guys.

Best,
Justine

[Justine Borja]

 utest lnto lnto2
lnto not found
r(111);

[Sebastian Kripfganz]

I do not know the utest command. It appears to be a community-contributed command, not an official one. After the ardl command, you can execute other postestimation commands for the regress command by following the procedure that I show on slides 27 and following of my 2018 London Stata Conference presentation:

• Kripfganz, S., and D.C. Schneider (2018). ardl: Estimating autoregressive distributed lag and equilibrium correction models. Proceedings of the 2018 London Stata Conference.

[Justine Borja]

Is there a way where we can isolate the long-run results of ardl? I'm only interested in my long-run coefficients.

Thanks,
Justine