Dear all,
I am in a panel data , trying to analyse the impact of the economic growth on the internet development and vice-versa. As in the following paper "Pradhan, R. P., S. Bele and S. Pandey (2013), Internet-growth nexus: evidence from cross-country panel data, Applied Economics Letters, vol. 20 (16), pp. 1511-1515."
My internet development variable clearly shows a trend.
I thus want to test for CSD problem with the xtpmg command.
I am trying to include a trend in this xtpmg command. To do so , it would be better to include year or any other trend as a variable, either homegeneous in the longbrun part, or heterogeneous. How can I do so ?
Here is my code :
eststo DFE: xtpmg d.($SRvars), lr(l.($LRvars)) replace dfe cluster(cid)
qui xtreg d.($SRvars) l.($LRvars), fe cluster(cid)
eststo MG: xtpmg d.($SRvars), lr (l.($LRvars)) mg replace
eststo PMG: xtpmg d.($SRvars), lr (l.($LRvars)) pmg replace
Thank you for the reading.
I am in a panel data , trying to analyse the impact of the economic growth on the internet development and vice-versa. As in the following paper "Pradhan, R. P., S. Bele and S. Pandey (2013), Internet-growth nexus: evidence from cross-country panel data, Applied Economics Letters, vol. 20 (16), pp. 1511-1515."
My internet development variable clearly shows a trend.
I thus want to test for CSD problem with the xtpmg command.
I am trying to include a trend in this xtpmg command. To do so , it would be better to include year or any other trend as a variable, either homegeneous in the longbrun part, or heterogeneous. How can I do so ?
Here is my code :
eststo DFE: xtpmg d.($SRvars), lr(l.($LRvars)) replace dfe cluster(cid)
qui xtreg d.($SRvars) l.($LRvars), fe cluster(cid)
eststo MG: xtpmg d.($SRvars), lr (l.($LRvars)) mg replace
eststo PMG: xtpmg d.($SRvars), lr (l.($LRvars)) pmg replace
Thank you for the reading.
