I would like to run a Panel Ardl Model (8 3 3 3 3)
The dependent variable is: lx
The independent variables are: lpgdp larr lrexr lerv lpgdp
The fixed regressors are: dum1 dum2 dum3 c @trend
I have received satisfactory and robust results from Eviews but I would like to run the above model in Stata so as to receive the relative pmg, mg estimators as well as the results from Hausman test between pmg and mg estimators.
The stata commands that I have applied are the following:
xtpmg d(1/8).lx d(1/3).lpgdp d(1/3).larr d(1/3).lrexr d(1/3).lerv dum1 dum2 dum3 date, lr(lx lpgdp larr lrexr lerv) ec(ec) replace pmg
xtpmg d(8/8).lx d(3/3).lpgdp d(3/3).larr d(3/3).lrexr d(3/3).lerv dum1 dum2 dum3 date, lr(lx lpgdp larr lrexr lerv) ec(ec) replace pmg
However, I am receiving the following outcome:
no observations
r(2000);
I would greatly appreciate it if you kindly give me some feedback on this issue.
My number of obs is 1872 and there is only one string variable the name of country that I do not apply on this estimation since I have .declared my data to be a panel data crossid.
Related Posts with Panel Ardl Model Syntax PMG and MG
Generate adjacency matrix in Mata and using it as input in StataDear all, I am using Stata 16 on Mac 10.14. I am currently working with two geocoded datasets. Data…
medeff with continuous treatment intensityDear community, currently I want to conduct a mediation analysis in Stata using the medeff command.…
one less class in latent class analysis with -gsem-Is there anybody who can explain why this 3-classes LCA model with -gsem- command gives me only two …
Time Fixed EffectsDear Stata users, For my analysis, I need to use time fixed effects on my panel data (Country-Year)…
coefplot subgraphs suppress variablesDear Stata users, I am using the user-written command coefplot to plot coefficients from 27 models …
Subscribe to:
Post Comments (Atom)
0 Response to Panel Ardl Model Syntax PMG and MG
Post a Comment