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.
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