I use stata (what command to use?)
I have read that it can be determined as in panel VAR, but how?
Thanks
I think the order of panel ARDL may be set according to the results from the individual time series
This may help...
http://www.statalist.org/forums/forum/general-stata-discussion/general/1333077-optimal-lag-length-for-ardl-in-panel
This may help too..
https://pdfs.semanticscholar.org/9732/5b8cd12c52512235dd3326208e96f7863681.pdf
Hi Atif,
You should write your code like this:
forval i = 1/28 {
ardl cp gdpc pg co2 ghe if (c_id == `i'), maxlag (2 2 2 2 2)
matrix list e (lags)
di
}
and run each line separately.
hi
i use this code in stata 13 to determine the number of optimal lags but it does not work , the model is panel ARDL
forval i=1/14{
ardl chom pop cre imp inf chg IDE slr scl migr if (pays= 'i'), maxlag=(2 2 2 2 2 2 2 2 2 2)
matrix list e(lags)
di
}
Hi Hadda,
Sorry for the late response.
in your code you forgot one "=" sign and added one extra. the code should be like
forval i = 1/14 {
ardl chom pop cre imp inf chg IDE slr scl migr if (pays == `i'), maxlag (2 2 2 2 2 2 2 2 2 2)
matrix list e (lags)
di
}
Dear Haci
Various lag length selection criteria can be used such as Akaike Information Criterion, Schwarz Information Criterion, Hannan-Quinn Criterion, Final Prediction Error, Corrected version of AIC. It has been found that SIC is the most useful criterion.
Good Luck.