Hi experts,
I'm looking at the housing construction panel data, with N=26 and T=40 (quarterly data for 26 zones in 10 years). I have 14 independent variables, 8 of them are zone specific and the rest are macroeconomic factors, which do not differentiate for different zones.
It seems that STATA could do the panel ARDL, but do we have a package to do this in R? I tried the ARDL in R, but didn't find anywhere to specify the zone identifier.
Any help would be greatly appreciated!