Hi, I'm running a panel data ARDL model to see If there's a relationship between GDP per capita and female secondary school enrolment, including infant mortality and female labour force participation rate as additional dependent variables.
My code is:
xtpmg d.lngdppc d2.secen d.lfpr d2.lninfmort , lr(l.lngdppc secen lfpr lninfmort) dfe replace ec(ec) cluster(country).
If it is useful, N=3 and T=58, I used the Fisher test for unit root.
I have two questions.
Firstly, is it acceptable for me to have I(2) series in the model? From the reading I have done (Persaran, 2001) I have only seen I(0) and I(1) mentioned.
Secondly, how do I obtain the r-squared and f-stat values for the model?
Thanks in advance for any help.
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