When applying the Pooled Mean Group (PMG) estimator, is it necessary and required to explore alternative estimators: Mean Group (MG), and Dynamic Fixed Effect (DFE) as well? Specifically, we use the autoregressive distributed lag (ARDL) model in order to examine both the long- and short-term effects of variables under investigation.
Ruqaya Mahmood
When applying the PMG estimator to analyze data, it is not always necessary to employ alternative estimators MG and DFE, but this can be useful in some cases. as these alternative estimators are used to understand the sensitivity of the different results and conclusions and to ensure that it’s durability.
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Mohamed Sharif Bashir
Dear Dr. Ruqaya Mahmood, Thank you so much for your valuable answer.
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