Greetings!

Please, kindly let me know how to conduct postestimation tests for panel model in order to check robustness of the panel model? To assure stability of coefficients, no model specification error, absence of autocorrelation, heteroscedasticity...

For example, panel ARDL model has been established how can I prove that the model is robust and coefficients are trustworthy? I'm so confused, please, help.

Thank you beforehand.

Best regards.