ARDL Model Course
Master ARDL modelling for practical time series analysis and monetary policy. Gain skills in lag selection, bounds testing, diagnostics, and error correction to develop robust, interpretable models that support superior statistical and economic decisions. This course equips you with reproducible workflows in common software to deliver credible, policy-relevant results confidently.

4 to 360 hours flexible workload
valid certificate in your country
What will I learn?
This ARDL Model Course provides a hands-on guide to specifying, estimating, and interpreting ARDL and UECM models for macroeconomic time series. Master lag selection, bounds testing, cointegration, error-correction mechanisms, diagnostics, structural breaks, and reporting. Build reliable workflows in standard software to generate trustworthy, policy-focused empirical outcomes.
Elevify advantages
Develop skills
- Set up ARDL models: Specify UECM, select lags, and handle breaks for reliable analysis.
- Prepare time series data: Transform variables, test for stationarity, and create clean macroeconomic panels.
- Estimate ARDL models: Run regressions, interpret results, and address diagnostics using key software.
- Conduct bounds testing: Identify cointegration, estimate long-run relationships, and check model stability.
- Apply policy analysis: Convert ARDL findings into clear, evidence-based monetary policy recommendations.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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