Sir ahmad mi interest with this method if possible we work together on it

Mr. Zeraibi, we can work together. If i find a solution for this method, i will tell you. Thanks for your interest.

Mr. Karakas,

AMG approach allows to unbiased estimations in the presence of cross-section dependency or no cross-section dependency. Moreover, some papers employ second generation unit root test in case of no cross-section dependency. Herewith, it could be also said that, second generation unit root tests may be used both in the presence of cross-section dependency or not.

Regards.

Hi, can I apply AMG for T>N? where T=22 and N=7. slops are heterogenous and the data are cross sectional dependent. thanks.

It is better to use Cross Sectionally Augmented Autoregressive Distributed Lag (CS-ARDL). Thank you