Hi everyone,
This is the first time I use Stata for my paper so I am confused a lot. I’m doing my research with the Autoregressive Distributed Lag (ARDL) via Stata 16
There is one question that is getting on my nerves.
There is co-integration among variables because I already checked it with the bounds test. There is one of my independent variables which has 0 lag so that It doesn’t appear in the SR panel because it has 0 lag when I run a command with ec. But with ec1, it appears in the SR panel. I posed the results as 2 pictures below.
1) Could you please tell me which one I should choose to interpret results in the long run?
2) Could you please tell me which one I should choose to interpret results in the short run?
3) Is this correct that I interpret the long-run relationship in the LR panel and short-run relationship in the SR panel between the independent variables and the dependent variable?
4) in the long run, I put: lFDI as a dependent variable and In the short run, I put D.lFDI as a dependent variable. am I right?
I am sorry if I ask such a simple question, but I tried to search for it a lot on the internet but I have not found a reasonable answer.
Thank everyone so much in advance! I really appreciate it.
Array Array distributed lag model (ARDL).
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