Panel ARDL/Pooled Mean Group

[thikee adam]

Hi, I would like your expertise on running the pooled mean group estimation please. I am trying to run a ARDL (1,2,2,2,2,2,2,2) model and the code I am currently using is as follows:

xtpmg d.co2_prod d.pub_corr d.energy_conspc d.fdi d.trade d.pop_growth d.gdp_growth d.gdp_percap, lr(L.co2_prod pub_corr energy_conspc fdi trade pop_growth gdp_growth gdp_percap) pmg ec(ec) replace

How can I incorporate lag 2 into the model?

Thank you!

[George Ford]

try L(1/2).x

[thikee adam]

Thank you for your prompt reply!

I would just like to confirm if this is what you suggested:

xtpmg d.co2_prod d.pub_corr d.energy_conspc d.fdi d.trade d.pop_growth d.gdp_growth d.gdp_percap, lr(L.co2_prod L(1/2).pub_corr L(1/2).energy_conspc L(1/2).fdi L(1/2).trade L(1/2).pop_growth L(1/2).gdp_growth L(1/2).gdp_percap) pmg ec(ec) replace

Regards

[George Ford]

yup