I am learning ARDL and trying to run the data from available papers. It seems OK when I tried time series data. However, when I tried to follow a paper which used disaggregated trade data, I do not know how to run it. For example, I tried to figure out the impact of exchange rate volatility on commodity trade between a pair of countries over a period of 20 years. There are 100 groups of commodity. At first, I think this is panel data and used the xtpmg command but the results were grouped while I wished to see the impact on each group of commodity individually. Then I tried to run ardl command for each group of commodity but it did not work.
I am very new to ARDL so looking forward to advice from those who have experiences on this.
I am very new to ARDL so looking forward to advice from those who have experiences on this.
