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); |
| . |
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