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  • How does one generate residuals using xtpmg2 or xtdcce2 for panel ARDL diagnostics?

    Dear users,

    I'm using 'xtpmg2' and 'xtdcce2' on panel data. From what I can see, the package notes don't specify how to generate residuals from the estimations. Code that worked for older ARDL commands such as adding 'residuals' to the end, 'regstrore(ecreg)', and post-estimation commands such as 'estat imtest, white' aren't recognised. If anyone who's familiar with these newer commands could advise I would be very grateful.

    Thanks in advance,

    Joe
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