Dear members,

I am a user of Stata/15.1 SE.

I am employing the Panel ARDL Technique using XTDCCE2 following the empirical examples of Ditzen(2018). However, when i get to the Hausman Test it does not yield me and estimation output of the Hausman but only the MG, PMG, and Pooled results. Is there anything I am specifying incorrectly?

Before using the XTDCCE2, I tried using the XTPMG but gave me the common errors experienced by STATA15.1 users. In addition, I failed to install the expanded version, XTPMG2.ado file provided eventhough I copied it into the right folder, Ado...

Following Ditzen (2018), here is how i specified my command:

eststo mg: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(L.roe car basel03 basel04) nocrosssectional
eststo pmg: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel04) nocrosssectional
eststo pooled: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel04 d.car d.basel03 d.basel04) nocrosssectional
hausman mg pooled, sigmamore

It gives me the following:
. eststo mg: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(L.roe car basel03 basel04) nocrosssectional
command eststo is unrecognized
r(199);
.
. eststo pmg: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel04)
> nocrosssectional
command eststo is unrecognized
r(199);
.
. eststo pooled: qui xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel
> 04 d.car d.basel03 d.basel04) nocrosssectional
command eststo is unrecognized
r(199);
.
. hausman mg pooled, sigmamore
estimation result mg not found
r(111);

When i remove 'eststo', i get the following:
. mg qui: xtdcce2 d.roe d.car d.basel03 d.basel04, lr(L.roe car basel03 basel04) nocrosssectional
command mg is unrecognized
r(199);
.
. pmg qui: xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel04) nocros
> ssectional
command pmg is unrecognized
r(199);
.
. pooled qui: xtdcce2 d.roe d.car d.basel03 d.basel04, lr(l.roe car basel03 basel04) pooled(l.roe car basel03 basel04 d.ca
> r d.basel03 d.basel04) nocrosssectional
command pooled is unrecognized
r(199);
.
. hausman mg pooled, sigmamore
estimation result mg not found
r(111);
.