I am currently working on my dissertation. My research involves data from 74 developing countries spanning the years 1996 to 2020, and I have chosen the Panel Autoregressive Distributed Lag (ARDL) as my methodology.
I have conducted the Panel ARDL analysis using EViews. However, I have encountered challenges when attempting to replicate the same or similar results using STATA. My estimation equation is structured as follows: co2_prod pub_corr energy_conspc fdi trade pop_growth gdp_growth gdp_percap. According to the results from EViews, the model specifications are ARDL (1, 2, 2, 2, 2, 2, 2, 2), and the variables comprise a mix of both I(0) and I(1).
I am currently facing difficulties while running this equation in STATA, and the code I am employing is as follows:
xtpmg l(1).d.co2_prod l(2).d.pub_corr l(2).d.energy_conspc l(2).d.fdi l(2).d.trade l(2).d.pop_growth l(2).d.gdp_growth l(2).d.gdp_percap, lr(l.co2_prod pub_corr energy_conspc fdi trade pop_growth gdp_growth gdp_percap) ec(ECT) replace pmg
I would appreciate any help I could get in correcting this code, please.
I have conducted the Panel ARDL analysis using EViews. However, I have encountered challenges when attempting to replicate the same or similar results using STATA. My estimation equation is structured as follows: co2_prod pub_corr energy_conspc fdi trade pop_growth gdp_growth gdp_percap. According to the results from EViews, the model specifications are ARDL (1, 2, 2, 2, 2, 2, 2, 2), and the variables comprise a mix of both I(0) and I(1).
I am currently facing difficulties while running this equation in STATA, and the code I am employing is as follows:
xtpmg l(1).d.co2_prod l(2).d.pub_corr l(2).d.energy_conspc l(2).d.fdi l(2).d.trade l(2).d.pop_growth l(2).d.gdp_growth l(2).d.gdp_percap, lr(l.co2_prod pub_corr energy_conspc fdi trade pop_growth gdp_growth gdp_percap) ec(ECT) replace pmg
I would appreciate any help I could get in correcting this code, please.
