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
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