hi. I am using panel data having 101 countries for time period of 29 years..my stata version is Stata/SE 12.0. my objective is to find the long run relationship among variables.my panel data is strongly balanced.. when i run pmg/ardl model using code of
xtpmg d.logdep d.logindep1 d.logindep2 d.logindep3 d.logindep4, lr(d.logdep logindep1 logindep2 logindep3 logindep4) ec(ecm) replace pmg.
it is telling conformability error r(503); kindly help me to solve this issue...
if there is any other command to find out the long run relationship by using ARDL method in stata...kindly let me know..