Cross-Sectionally Augmented Auto Regressive Distributed Lagged Model (CS-ARDL) Stata 17

This video explains the concept of Cross-Sectionally Augmented Auto Regressive Distributed Lagged Model (CS-ARDL). It is attributed to Dr Chudik and Hashim Pesaran. It is Econometrics help and Econometrics homework for those who want to apply this tool. Contemporary aspects of Panel data like Correlation effects, Slope Heterogeneity/Homogenetiy and cross-sectional dependence are addressed in it. This takes an example from empirical literature. Finally it conducts the CS-ARDL on STATA 17.

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Regards,
DBM,
Email: [email protected]