Kindly help me with this problem.
I am trying to choose the best model between the MG and the PMG using STATA version 16.1 to run in my panel ARDL. Here is my code:
Code:
xtpmg d.PQR d.GFX d.LOG_GDP_PC d.LOG_CN d.HC d.UNEMP , lr(l.PQR GFX LOG_GDP_PC LOG_CN HC UNEMP ) ec(ECT) replace mg
invalid new variable name; variable name ECT is in the list of predictors
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