Hello, I need help with the (PMG ARDL), (CS-ARDL) and (CS-DL) with the following Panel model specification:-
The T= 32 years
N= 11 countries
variables = 7 variables
models = 4 models
The questions are the following:-
1- I perform the command (forval i = ....) to know the suitable number of lags and it gives for all the 4 models the following number of lags (1,0,1,0) and I think it works for the ARDL method but can I apply the same number of lags for CS-DL?
2- If I want to perform the (ARDL PMG) and (CS-ARDL) command with a number of lags (1,0,1,0) how the command will be?
3- If I want to perform the (CS-DL) command with a number of lags (1,0,1,0) how the command will be? and did the CS-DL command including pooled or just the Mean group command?
I have take a look at Jan Ditzen commands but I don't find a solution for my case and you can help me by writing the command with (Y,x1,x2,x3) for more understanding.
Thank you all
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