HOW TO RUN Nonlinear Auto Regressive Distribution Lag (NARDL)

[Abel Obaka]

The independent variable for my research is crude oil price. The dependent variables are GDP, Unemployment rate, inflation rate, total export crude oil revenue, broad money supply (M2) and exchange rate. The research is about impact of oil price shocks on Nigeria's macroeconomy. I want to use Nonlinear Auto Regressive Distribution Lag (NARDL). How do I state the equation model? How do I state STATA command? What is the estimation procedure for NARDL?

[Abel Obaka]

Sorry, crude oil price is the dependent variable. the independent variables are GDP, Unemployment rate, inflation rate, total export crude oil revenue, broad money supply (M2) and exchange rate. The research is about impact of oil price shocks on Nigeria's macroeconomy. I want to use Nonlinear Auto Regressive Distribution Lag (NARDL). How do I state the equation model? How do I state STATA command? What is the estimation procedure for NARDL?