Hello guys,
i really need your help.i have mixed order variables stationary at level and first diffenece.i chose to use the ardl model.i have cross sectional dependence in my data so the ccepmg model is to be used.there problem is there is no cointegration in my data.how do i go about it?or how do i specify the short run ardl model using the xtdcce2 command
i really need your help.i have mixed order variables stationary at level and first diffenece.i chose to use the ardl model.i have cross sectional dependence in my data so the ccepmg model is to be used.there problem is there is no cointegration in my data.how do i go about it?or how do i specify the short run ardl model using the xtdcce2 command
