Estimating Dynamic Panel ARDL (MG, PMG, DFE) Models for STATA - Applied Econometrics with STATA

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"Estimating Panel ARDL (MG, PMG, DFE) Models in STATA - Applied Econometrics with STATA"

When your panel data has years per cross-section of more than 20. Then the data becomes long panel data thus simple OLS (FE / RE) may not work. This tutorial provides an illustration of how to install xtpmg module and how to estimate three variants of the panel ARDL model which are pooled mean group (PMG), mean group (MG), and dynamic Fixed effect (DFE). And later on, compared the PMG and MG models using the Hausman test.
There are two new videos on Panel ARDL in which the addition of new lags and sorting of the missing output issue has been done.
Estimating this model in EViews -    • Estimating Panel ARDL (MG, PMG, and D...  
Learn Asymmetric Effect Panel ARDL -    • STATA - Estimating Dynamic Panel Non-...  
Adjusting Lag Order in Panel ARDL -    • Estimating Panel ARDL (MG, PMG, DFE) ...  
You can also learn this model in R -    • R - Studio - Dynamic Panel Data Coint...  
Learn Quantile Panel ARDL -    • Making Outlier and Distribution Robus...  
second Generation Panel ARDL model in STATA -    • 2nd Generation Panel Cross Section AR...  

Learn how to estimate it in EViews
   • Estimating Panel ARDL (MG, PMG, and D...  

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