ARDL Model Course
Gain expertise in ARDL modelling for time series analysis and monetary policy applications. The course covers essential techniques like lag selection, bounds testing, model diagnostics, and error correction, empowering you to create strong, understandable models that support informed statistical and economic choices with real impact.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This course provides a hands-on guide to building, estimating, and analysing ARDL and UECM models for macroeconomic time series data. You will master lag selection techniques, bounds testing for cointegration, error-correction mechanisms, diagnostic checks, structural break detection, and professional reporting. Develop reliable workflows using standard software to deliver trustworthy, policy-focused empirical findings.
Elevify advantages
Develop skills
- Set up ARDL models by specifying UECM forms, optimal lags, and structural breaks for reliable analysis.
- Prepare time series data through transformations, stationarity tests, and constructing tidy macroeconomic datasets.
- Estimate ARDL models, interpret results, and resolve diagnostic issues using leading econometric software.
- Conduct bounds testing to identify cointegration, derive long-run relationships, and evaluate model stability.
- Translate ARDL findings into compelling, evidence-based insights for monetary policy and economic decisions.
Suggested summary
Before starting, you can change the chapters and 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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