(Stata13): Panel ARDL Estimations (Step 8)

This video tutorial covers step 8. From Step 7, test the null hypothesis of homogeneity through a Hausman-type test, based on the comparison between the Mean Group (MG) and the Pooled Mean Group (PMG) estimators. Decision: Reject the null hypothesis if the prob-value is less than 0.05. From the outcome of the Hausman (1978) test, estimate the model(s). For instance, if the test favours the PMG estimator, observe the statistical significance of the long-run coefficients, the size of group-specific error adjustment coefficients and the short-run coefficients. Interpret results accordingly. Using Stata13, this video shows you how to estimate a panel ARDL model. The link to the Stata dofile is on my website. Endeavour to have a Google account for easy accessibility.

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