Dear All,


I would like to know how to include the lags of the dependent variable and independent variables in the syntax for panel ARDL models in the short run section. How are they actually typed?

First I determined the optimal lag length for the model using the command

forval i = 1/50 {
ardl Y x1, x2, x3, x4 if (country_code==`i'), maxlag(1111)
matrix list e(lags)
di
}

which was developed by Anet Tchetnik


I have substituted my variables for TFDI GDPPC OPENNESS and INFLATION for Y x1 x2 and x3 respectively and the optimal lag length for the model is discovered to be 1 0 0 1

I have already generated lags of the variables using the command gen LTFDI=L.TFDI and LIR= L.IR

What I would like to know is how do I include the lags of the variables in the short run aspect of the syntax below


xtpmg d.TFDI d.GDPPC d.OPEN d.IR, lr(l.TFDI GDPPC OPEN IR EPA) ec(ECT) replace pmg


I am thinking to type d.TFDI and d.LIR

Can anyone please advise?

Thanks

Alistair