Hi all!
I am trying to estimate an ARDL Mean Group model but when I enter my code:
xtpmg d.EF d.Y d.Ysq, lr(l.EF Y Ysq) ec(errorcorrectionterm) replace mg
I have the following error message that appears:
invalid new variable name;
variable name errorcorrectionterm is in the list of predictors
I don't have a variable that I used and called errorcorrectionterm... Could you please help me solving this issue?
Thank you!