Hi Everyone,

Iam using CS-ARDL and CS-DL approaches. I already have estimated these approaches. However, I wanted to estimate CD test for each model specifications. I have used the following commands:


xtpmg d.dy d.dp dybar dpbar ldybar ldpbar l2dybar l2dpbar l3dybar l3dpbar , lr(l.dy dp) replace mg

predict residuals

xtcd residuals or pmg.........However, it did not work.................Any suggestions please.

Regards,
Marwan