Hello All,
I was wondering if you could help me with the do file for Panel ARDL (PMG, MG, DFE)
I need to find optimal lags, then run Panel ARDL, and finally do the postestimation tests. I found a code for ARDL (1 0 0 0) and (1 1 1 1). However, even people who posted those codes do not know the exact code which we can modify it for something like (2 3 0 1).
I would greatly appreciate it if you could help me with the code which I wasn't able to find it from STATA Blog or anywhere else during last 3 weeks!
Many Thanks,
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