I am using Stata/IC 14.2 for my analysis currently. It doesn't have the xtcointtest command recognised, So, is there any other way to perform Panel ARDL without that command? Also, I have a regime categorical variable taking values 0,1,2. These are for three levels of a specific variable, say inflation, so 0= Low inflation, 1=Moderate inflation and 2= High inflation. I want to perform the Panel ARDL under different values of the categorical variable. Thank You.
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