Hi everyone, could someone kindly enlighten me on how to perform panel vecm model and estimate the long-run and short-run coefficients for each variable? I'm considering using xtpmg or xtdcce2/ xtdcce221, or are there other commands that I can use?

My model is as below,

Array

X and Y are endogenous variables, while Z is exogenous variable. Assume that the lag year is k=2, what should my codes exactly look like?

Thanks in advance!