Hello everyone,

I want to test the short-term and long-term impact of a certain independent variable on a dependent variable (I have panel data). How is it possible to distinguish long-term analysis from short-term analysis using stata?
I looked around for answers and it's said that panel cointegration methods are useful for the long term and that the error correction model can be used for the short term. Though, I didn't find the right leads on how to apply them. I would appreciate it if anyone could guide me.
Thank you in advance.