Hello,

I use stata code (xtdcce2 d.y , lr(l.y l.x1 l.x2) lr_options(ardl) cr(d.y d.x1 d.x2) cr_lags(1) fullsample) for CS-ARDL

Unfortunately, the system gives just MG estimation.

I wonder how can I run this code for PMG estimation?

Thanks very much
Osama