I’m looking for help with the ‘dLagM' package in R. I’ve used this command ‘ardlBound’ to estimate short-run coefficients from an unrestricted error correction model and conduct an ARDL bounds test.
The output for the Error Correction Model shows standard errors and statistical significance but this is not readily viewable for the long-run coefficients. Does anyone know how I can extract standard errors for the long-run coefficients?
Any help would be much appreciated!