WE Know that we can not use PMG, MG, DFE..if there is cross section dependence, but until now the CS-NARDL model has not been developed, therfore Can we use Panel NARDL if there is cross section dependence?
If a data set contains slope heterogeneity and cross sectional dependence problems. You can apply CS-ARDL method and also apply AMG and CCEMG for robustness.
Mohammad Ridwan thank you,, the CS-ARDL ,AMG and CCEMG are linear models. I need non-Linear model that consider Cross Section Dependance
Oluwaseyi Ayorinde Mohammed Thank you for your answer.. but Cs-ARDL is linear model.
Yes, you can use Panel NARDL (Nonlinear Autoregressive Distributed Lag) if there is cross-section dependence. Panel NARDL is a panel data technique that allows for nonlinearities in the relationship between variables. It is also robust to cross-sectional dependence.
No, it is not mandatory that the cross-section observation numbers should always be more than the number of regressors. However, if the number of regressors is greater than the number of observations, it can lead to overfitting and poor model performance.
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