Hi All,

I have tried to estimate the CS-ARDL model by applying balance panel of 141 countries for three lags order using Dr Kamiar Mohaddes's Stata command as a follow:

xtpmg d.dlogREER d.dlogROILP d.dlogGDPPC d.dlogGE dlogREERbar dlogROILPbar dlogGDPPCbar dlogGEbar ldlogREERbar ldlogROILPbar ldlogGDPPCbar ldlogGEbar l2dlogREERbar l2dlogROILPbar l2dlogGDPPCbar l2dlogGEbar l3dlogREERbar l3dlogROILPbar l3dlogGDPPCbar l3dlogGEbar, lr ( l.dlogREER dlogROILP dlogGDPPC dlogGE) replace mg

So, the Stata command did not work and I got conformability erro

Anyone knows what does it mean or how can I solved.

Thanks

I have tried to estimate the CS-ARDL model by applying balance panel of 141 countries for three lags order using Dr Kamiar Mohaddes's Stata command as a follow:

xtpmg d.dlogREER d.dlogROILP d.dlogGDPPC d.dlogGE dlogREERbar dlogROILPbar dlogGDPPCbar dlogGEbar ldlogREERbar ldlogROILPbar ldlogGDPPCbar ldlogGEbar l2dlogREERbar l2dlogROILPbar l2dlogGDPPCbar l2dlogGEbar l3dlogREERbar l3dlogROILPbar l3dlogGDPPCbar l3dlogGEbar, lr ( l.dlogREER dlogROILP dlogGDPPC dlogGE) replace mg

So, the Stata command did not work and I got conformability erro

Anyone knows what does it mean or how can I solved.

Thanks

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