Hello!
I have an unbalanced panel data with N=16 countries and T=23 years.
After estimating the ARDL panel model with the DFE estimator (xtpmg command), I want to check if this model is valid regarding serial correlation, heteroskedasticity, multicollinearity and stability.
The problem is that I don't have any idea how to perform in STATA these diagnostic tests in the case of an ARDL panel model.
Could you help my with any ideas or materials?
Thank you!
Cristina
I have an unbalanced panel data with N=16 countries and T=23 years.
After estimating the ARDL panel model with the DFE estimator (xtpmg command), I want to check if this model is valid regarding serial correlation, heteroskedasticity, multicollinearity and stability.
The problem is that I don't have any idea how to perform in STATA these diagnostic tests in the case of an ARDL panel model.
Could you help my with any ideas or materials?
Thank you!
Cristina
