I need help in estimating a nonlinear ARDL with dummy variables. I used "|" on the variable logEPUNews to decompose the positive and negative innovations. I would like to account for structural breaks using the dummy variable D_Accom as in the equation below. This variable is a dummy and should not be differenced. How do I specify this as a fixed variable in the nardl model in R?
reg <- nardl(logAccom ~ logEPUNews| + logTravcost + logGDPPCAP + logSPE + D_Accom,
data = researchdata, ic = "aic", maxlag = 3, graph = TRUE, case=5)